Follow along path not working

The Comp-sized solid needs to be in the same layer as the motion path you want to turn into a motion path. Here is how I would layout and setup the Illustrator file for the animation you are planning:

When you import the AI file as a composition retaining layer size, check the layers in the Project Panel. The layer with the motion path or paths you want to copy should be within one pixel of the frame size of the composition. Sometimes the background layer comes out perfect. Most of the time, it is one pixel off, but it is only by less than a 10th of a percent, so you should not be able to see the difference.

After you convert the Orbit layer to a shape layer, set a keyframe for the Orbit path, copy it, or cut it, you can turn off the bottom Group in the shape layer, so you don't have to look at the background layer anymore. 

The next step is to select the Moon layer, press Alt/Option + p to set a new position keyframe where you want the animation to start, then paste your copied Orbit path keyframe. 

The motion path will be offset by half the comp width and half the comp height and end up in the bottom left corner of the comp. Let me explain why.

Importing an Illustrator file as a Composition places the anchor point in the center of the AI layers (Vector Layers).  The default anchor point for a shape layer is at 0, 0 because there is no initial size for a shape layer, and the paths you add can be anywhere.  When you convert a Vector layer to a shape original anchor point of the Vector Layer is not changed. The new paths from each object in the layer get organized into Groups,  and the Contents/Group Transform Gropu position for each object is modified to keep everything lined up. To keep the motion path lined up with the shape layer path, you must get all the transform group properties back to zero. Don't worry. There is an easy fix.

Add a new null to the timeline (Shift + Alt/Option + Ctrl/Cmnd + y) to the top of the timeline. Parent the Moon layer to the null, then reset the position of the null to 0, 0. That is all there is to it. 

I organized the Illustrator file with matte layers and Placed the Planet layer above the Orbit layer so I could easily see everything.  The last steps are to move the Planet layer to the bottom of the comp and set the mask layers as inverted Alpha track mattes for the Orbit and Moon layers. The whole process should take you about 5 minutes. The comp will look like this:

I'm preparing a new intensive convert a vector path to a motion path tutorial. Look for it soon. In the meantime, play with the two files I uploaded. They should help you figure things out.