The word moonshine refers to unexpected relations between two distinct mathematical structures: finite group representations and modular objects. It is believed that the key to understanding moonshine is through physical theories with special symmetries. Recent years have seen a variety of new ways in which finite group representations and modular objects can be connected to each other, and these developments have brought promises but also puzzles into the string theory community.

These lecture notes aim to bring graduate students in theoretical physics and mathematical physics to the forefront of this active research area.
In Part II of this note, we review the various cases of moonshine connections, ranging from the classical monstrous moonshine established in the last century to the most recent findings. In Part III, we discuss the relation between the moonshine connections and physics, especially string theory. After briefly reviewing a recent physical realisation of monstrous moonshine, we will describe in some details the mystery of the physical aspects of umbral moonshine, and also mention some other setups where string theory black holes can be connected to moonshine.

To make the exposition self-contained, we also provide the relevant background knowledge in Part I, including sections on finite groups, modular objects, and two-dimensional conformal field theories. This part occupies half of the pages of this set of notes and can be skipped by readers who are already familiar with the relevant concepts and techniques.