The entire series is All Just a Dream.
Keke is depicted sleeping in bed with plush toys of the moon genies in an official piece of Nana Moon artwork.If Keke really is dreaming the events of the show and the moon genies are just her plushies brought to life by her imagination, that might explain their varying appearances. After all, plushies come in all shapes and sizes, and a collection of them would be expected to have some variety in it.
It's possible that some of the moon genies originate from the Tamagotchi-esque virtual pet devices (the real-life Nana Moon toys) that Keke is seen holding in the end credits sequence as well.
Presumably, had the show continued for more episodes and not ended on a cliffhanger, the series finale would have revealed everything to have been a dream.
