I think one of the hardest things that Melvin would have to contend with is the fact that he is a moose, first and foremost, so even if he were able to communicate with the humans of this other world, they may not necessarily understand him (and view him as a tasty snack). After, though, they realize that he is a friend and not food, he would definitely have a harder time showing these other-worlders how to play hockey. After all, he's on four feet, while they only have the two. I think Melvin would find a large stick, (which would later become his snack, to be fair), and he would just shove it into the hands of the other humans, and then mime trying to slap at a rock on the ground with his antlers or his hoof, and then urgently point to the others that are there. If it seems they don't understand, Melvin would eat the stick, find another one and start again. Eventually he'd make a net of leafy greens and stick one of the humans in front of it. It wouldn't be easy or glorious, but it would probably be satisfactory.