Weight = Mass x Acceleration Due to Gravity
This equation explains the relationship between mass, a property of an object, and weight, which is considered a force.
If you went to the moon, your mass would be unchanged, but your weight would be 1/6 less because the force of gravity on the moon is 1/6 of the force of gravity on earth. Two objects with the same mass will have the same weight if they are on the same planet at the same altitude.