Clever things to do with a shoe in a moon base?

Hmm... what kind of shoe are we talking here? Is it the kind with shoelaces, which can be used for all sorts of tying/restraining/strangling things? With the shoe itself abandoned/lost?
Could he perhaps get lost, and use the shoe to mark his way, only to manage to get back to the bulkhead by another route, thus losing the shoe?
Are there any kinds of dangerous wildlife nearby, who could grab him by said shoe, and he escapes (by the skin of his teeth, naturally), leaving the beastie with only the shoe to show for its trouble?
Similarly, could he get one foot stuck somewhere (airshaft, poorly welded joint, etc) and the shoe is too stuck to remove?
Are there other people around who might want the shoe (for any of the first-mentioned purposes) with whom he might barter? That could also get you something to get at the people behind the bulkhead...
Hope this helps!

Uh, hmm. What's in the room with him? A shoe, by itself isn't very effective, but with something else he might have a shot at doing something. If he's in a room he could risk creating a small fire to cause a klaxon or siren to sounds alerting others of his presence. Oh and what kind of shoe are we talking here? one with laces? leather, canvas, zippers?

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It can't be a sneaker, sneakers would only slap the bulkhead and if its a Bulkhead in Space, it'll be pretty sturdy. So it has to be a hard soled shoe or perhaps one with magnetic bottoms (which make excellent noise and also as a side duty, keeps your MC from floating away in space). Double good.

At the very least his shoes would have taps on them to get any volume of good tapping sound on the wall, but since its a Bulkhead in Space I doubt even a dance shoe with Fred Astaire taps will be loud enough to get sound through. It's an acoustic issue.

Of course, if we can hear the tapping shoe through the bulkhead, perhaps there is an airduck through which your MC could hook the front part of the shoe, catching it there for good, and bending the grating, manages to yank the grating down. It has to be a ceiling grate, because OBVIOUSLY your MC is either a nut or a prisoner to be tapping on walls in the first place, otherwise he'd use the courtesy phone like the other guests, and if he is either of these, his captures wouldn't be putting him in a room with man-sized airducts within man-sized reach. So he'll have to use the laces or the shoe itself, to knock the air duct grating down and climb up using the rest of his clothing. Captors generally leave their prisoners with clothing on. Captors seldom leave ladders. They're just like that.

What fun your story must be. :) Just remember, in space no one can hear you tap.

Make alcohol, using foot fungus as the yeast.

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2006: The Zaqqum Tree (Epic Win)
2008: Two Wizards in Search of a Title. (Epic Win)
2009: Fixer