Transition metal dichalcogenide (TMD) moiré superlattices have emerged as a significant area of study in condensed matter physics. Thanks to their superior optical properties, tunable electronic band structure, strong Coulomb interactions, and quenched electron kinetic energy, they offer exciting avenues to explore correlated quantum phenomena, topological properties, and light-matter interactions. In recent years, scanning tunneling microscopy (STM) has made significant impacts on the study of these fields by enabling intrinsic surface visualization and spectroscopic measurements with unprecedented atomic scale detail. Here, we spotlight the key findings and innovative developments in imaging and characterization of TMD heterostructures via STM, from its initial implementation on the in situ grown sample to the latest photocurrent tunneling microscopy. The evolution in sample design, progressing from a conductive to an insulating substrate, has not only expanded our control over TMD moiré superlattices but also promoted an understanding of their structures and strongly correlated properties, such as the structural reconstruction and formation of generalized two-dimensional Wigner crystal states. In addition to highlighting recent advancements, we outline upcoming challenges, suggest the direction of future research, and advocate for the versatile use of STM to further comprehend and manipulate the quantum dynamics in TMD moiré superlattices.