The Milky Way is the galaxy in which we live. It contains several hundred billion stars and is about 90,000 light-years in diameter. It has a central bulge that is about 10,000 light-years thick and 13,000 light-years wide where at least 100 billion stars concentrate.
The Milky Way Galaxy has a system of spiral arms that emerge from this nuclear bulge like a pin-wheel. Our star, the Sun is positioned on one of these arms, known as Orion Arm, at approximately 2/3 of the way from the galaxy’s center. So it is well away from the denser area of stars in the center, which are so close (as in a 1/4 light-year apart) that collisions are most likely common.
Our view of the Milky Way is from the inside. It looks like a cloudy band arcing across the night sky.
Source: Nightwatch, a Practical Guide to Viewing the Universe by Terence Dickinson (available at Amazon).