I’ve been going for a long walk around my suburban neighborhood every night, and on most nights I can see the Milky Way. There is quite a bit of light pollution where I live, but you can still see the cloudy glow as it rises up out of the south.
The Milky Way is the galaxy we live in, so in a way, you are seeing it right now, but seeing it in the sky is quite a thrill. Our galaxy is shaped like a disk, and we are somewhere on that disk. Imagine you are a tiny bit of information on a cd. When you look up or down, you see space, but when you look toward the edge of the cd, you see more information. This is what you are seeing as you look at the Milky Way. The information is in the form of stars and gases that are the remnant of the formation of the galaxy. So in other words, the stars are thick as you look toward the edge of the disk.
The Milky Way is something everyone should see. To some, it looks like spilled milk in a line across the sky. To me, it looks like a faint cloud running through several constellations. To find the Milky Way, find a place where it is especially dark to the south. Locate the constellation Sagittarius. The Milky Way should by a cloudy line about as wide as your fist held at arms length. It rises out of the south through the top of Sagittarius and up toward Cygnus. In the early evening, it heads slightly east rather than crossing right overhead and passes right through Cygnus. Then it crosses through Cassiopeia on its way to the northern horizon.
Sometimes you see images like the one above, but they tend to be misleading.That was probably taken by a super-long exposure camera that gathered light for minutes or even hours. Your eye can’t gather the light like that. The photo does show the line and angle of the Milky Way rising from the southern horizon, though. Up toward the top of the picture gives you a better idea of what you’re looking for.