Solid moon rocks are often denser than many common Earth rocks of the same type, especially iron-rich mare basalts, but porous highland rocks and impact breccias can be lighter. Laboratory measurements on Apollo samples and lunar meteorites find mare basalt grain densities around 3.3–3.5 g/cm³ (bulk densities often near 3.0–3.3 g/cm³ after porosity), while feldspathic highland rocks and breccias commonly have lower bulk densities, roughly mid-2 g/cm³ when porosity is high.
So a hand sample can feel “heavy” for its size if it is dense basalt, or surprisingly light if it is a porous breccia—density depends on rock type and pore space, not a single Moon-wide value.