Archangel Avacyn can't be killed with Improsoned in the Moon in its 1st round

Archangel Avacyn can't be killed with Improsoned in the Moon in its 1st round. I tried twice and failed but the "moon" token was created...It showed a red -0 we I targeted the Angel in its 1st (come into play) round...After the prevent Damage wore off, the "moon" worked. From my understanding "Moon" Destroys a creature not via direct damage