Well if there are any in-jokes within the series of the Prisoner, then this surely has to be one of them, I'd like to be the first man on the Moon No.6 told No.2. Well funnily enough Patrick McGoohan had not played the first man on the Moon, but in a BBC television play in 1959 The Greatest Man In The World, he played a cosmonaut who was the first man in space.
But there must be another reason for this remark spoken by No.6. Possibly the meaning is one of sarcasm. The fact that No.6 would like to be the first man on the Moon, is about as likely to happen, as No.2's dream of the whole Earth as the Village!