The Milky Way is the name of the galaxy we live in.  It's a barred spiral galaxy.  We live in the Orionis spiral arm.

     The distance between stars is incredible.  For example, if you scaled our solar system (Sun and planets) into a model of about 2 inches, the nearest star (Proxima Centauri) would be 4 miles away.  Most of the stars are about the same distance away from each other.  

     There are no stars between galaxies.  All the stars and nebulae we see are in our own Milky Way galaxy.  Using telescopes, we can see other galaxies .

     The center of our galaxy is extremely bright.  If nebulae, dust clouds and gas were not between us, we would not be able to see the stars at night.  

     To understand distance in space, you need to know about the light year.

     The speed of light is approximately 186,300 miles per second.  

     Traveling the speed of light, you could travel around the Earth seven times in 1 second, to the Moon in 1 1/2 seconds, to the planets in our solar system in a few hours and to the Sun in 8 minutes.  To get to Proxima Centauri, approximately 24 trillion miles, it would take 4 years.

     The speed of light travels about 6 trillion miles per year.  This is known as the light year.  The light year is used to measure distance, not time.  

     63,200 astronomical units (AU) equals 1 light year.  1 AU is the distance between the Earth and the Sun (93 million miles).

     Proxima Centauri is about 270,000 AU or 4.3 light years from Earth.  It takes 4.3 years for its light to shine to Earth.