Planets all have an axial tilt, with different amounts of precession and oscillations of the magnitude of tilt.

The moon, being tidally-locked to Earth, rotates only once per month in relation to the cosmos, remaining relatively stable, with axial tilt similar to the plane of its orbit.

You might find this passage from Wikipedia "axial tilt" interesting, though:

The Moon has a stabilizing effect on Earth's obliquity. Frequency map analysis conducted in 1993 suggested that, in the absence of the Moon, the obliquity could change rapidly due to orbital resonances and chaotic behavior of the Solar System, reaching as high as 90° in as little as a few million years (also see Orbit of the Moon). However, more recent numerical simulations[30] made in 2011 indicated that even in the absence of the Moon, Earth's obliquity might not be quite so unstable; varying only by about 20–25°. To resolve this contradiction, diffusion rate of obliquity has been calculated, and it was found that it takes more than billions of years for Earth's obliquity to reach near 90°.[31] The Moon's stabilizing effect will continue for less than 2 billion years. As the Moon continues to recede from Earth due to tidal acceleration, resonances may occur which will cause large oscillations of the obliquity.

Anything that's rotating has an axis, that just means the center of rotation. Most of the planets have axes that more or less line up with the Sun - they were born that way. The exception is Uranus, which is tipped over on its side. Nobody knows why, but probably something really big crashed into it, long ago.

Collisions with other body's would explain the rock worlds tilt but not sure the extent of influence on the outer ones.

One of the ice planets has 42 years of sunset to sunrise.

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