Yes!!! I have lots of moonstones, they're actually my favorites.
I have a set of round moonstone stud earrings, and a round moonstone pendant/necklace that I wear almost every day. When I take these off at night they have a slight blue glow to them in the dark. It fades after a few hours, because when I wake up in the middle of the night they are not glowing anymore or are even more faint. If I don't wear them for a few days, they stop doing it. But after a few days of consecutive wearing they will start again.
Don't get me wrong- it's not super bright like, say, a glow stick or something. But its enough that my husband has noticed, too
My other pieces of moonstone jewelry do not do this, but like I said wear this this necklace and earring set almost daily. I don't have any loose moonstone crystals, though.
So, no. I don't think your friend is crazy (as far as I can tell). (o:
I'm not sure if this this happens with a lot of people, or other moonstones, or what...or exactly how or why or what causes it. It be nice to find out, though.