First off almost all resource extraction in space is really only remotely close to cost effective if the resources themselves are used in space.
The general number thrown around is ~$10,000 per pound to low earth orbit, the price goes up if you want it further out. With the high costs even very high priced materials (diamonds, gold, helium isotopes or other unobtaniums) are not likely to generate a positive return considering the very high costs of delivering extraction equipment and returning the materials, but items that can be used in space will benefits in comparison because of these high launch costs when they are competing with the same materials launched from Earth.
Now with that out of the way, what can we get from the moon, that you would need in space.
Water - Lunar water is very useful because it can be used directly by humans, but mosly because it can be broken down into hydrogen and oxygen and used for propulsion.
Oxygen - The biggest makeup of lunar regolith is oxygen (present as oxidized minerals). This oxygen is very useful, not only for life support for humans, but again as an oxidizer for your rocket propulsion.
- Other Structural Metals - If you want to construct anything sizable in space it gets very expensive to send all that material from Earth, at some point it would be less expensive to send the extraction and processing equipment to provide material from space to save on launch costs. Iron, Aluminum, Magnesium, or Calcium* are available in abundance on the moon.
*Calcium is a very reactive metal not used on Earth due to its rapid oxidation, but it might be useful for constructions in a vacuum