Here's my transcription of the words as sung by Annette Hanshaw, recorded May, 1928. (She made another recording in August, 1928, which omitted some verses.) I used the sound file at Red Hot Jazz.

GET OUT AND GET UNDER THE MOON
Words, Charles Tobias & William Jerome. Music, Larry Shay.

What do you do in the evening,
When you don't know what to do?
Read a book, play a game,
Every night is just the same.

What do you say if I tell you,
How to keep from feeling blue?
My advice is good to take,
And it's easier to do:

When you're all alone, any old night,
And you're feeling out of tune,
Pick up your hat, close up your flat,
Get out and get under the moon.

Underneath the bright, silvery light,
You'll be feeling better soon.
Pick up your hat, close up your flat,
Get out and get under the moon.

Ooh-ooh, look at the stars above.
look, look, look at those sweeties love.
Oh, boy, give me a night in June.

I mean that, all you gotta do, any old night,
when you're feeling out of tune,
Pick up your hat, close up your flat,
Get out and get under the moon.

When you're all alone, any old night,
And you're feeling out of tune,
Just pick up your hat, close up your flat,
Get out under the moon.

Underneath that bright silvery light,
You'll be feeling better soon.
So pick up your hat, close up your flat,
Get out under the moon.

Take your girl for an auto ride.
Make your girl cuddle by your side
On a beautiful night in June--
Will make her love you.

You can park your car wherever you are,
And if she won't kiss you soon,
Just tell her this: "I'm sorry, miss.
Get out and get under the moon."