In the entire universe? We don't know for sure. However, if our solar system is any guide, then yes: a full solar eclipse is relatively rare. Our moon is far closer to us in size (roughly 1/4th our diameter) compares to any other planets with moons. Phoebos and Deimos, the moons of Mars, are laughable compared to it, even though Mars is significantly smaller than us. Mercury and Venus have no moons at all. The gas giants have dozens, all of which are either not much bigger than ours or so tiny they could fit in Rhode Island with room to spare. Also, some moons have more tilted orbits that make it still rarer for them to even transit the Sun (i.e., pass across it as seen from Jupiter), let alone eclipse it. Still, given how far they are from the Sun and thus how tiny it looks from each, the larger moons can create eclipses. The Jovian moons Amalthea, Callisto, Europa, Io, and Ganymede are the only ones large enough to actually create a full solar eclipse. Saturn has a few moons capable of creating eclipses, but it also has them from its rings. Likewise, Uranus and Neptune have a few moons that can do it. Given that the giants have so many moons, and that they are called "giants" for a reason, fairly few can do it and the eclipses cast smaller shadows than they do on Earth. As on Earth, the eclipse takes the form of a small shadow travelling across the surface. We have seen the occasional eclipse by one of the larger moons. It happens quickly, but is pretty neat to witness.
I did not count Pluto -- which is so close to its own moons in size that they can eclipse each other for hours at a time but only for a few years each century -- because along with the outer bodies, it is officially a "dwarf planet".