As explained in Starstruck Tonight:
Our own Milky Way galaxy runs across the sky like a shining river of light. The Milky Way was described with a painter's eye by Vincent van Gogh in a letter to his brother Theo: One night I went for a walk by the sea along the empty shore. It was not gay, but neither was it sad--it was--beautiful. The deep blue sky was flecked with clouds of a blue deeper than the fundamental blue of intense cobalt, and others of a clearer blue, like the blue whiteness of the Milky Way. In the blue depth the stars were sparkling--greenish, yellow, white, rose--brighter; flashing more like jewels than they do at home . . . opals you might call them; emeralds, lapis, rubies, sapphires.
Some people do not realize that the Milky Way galaxy includes more than this narrow band of bright stardust. Actually, all of the stars visible to the naked eye, in every part of the sky, belong to the Milky Way galaxy. We view it from within, and it surrounds us on every side.
Today astronomers believe that if we could see it whole and from the outside, the Milky Way galaxy would look much like the Andromeda galaxy (pictured below). Our Milky Way is a giant star wheel 100 light-years across, with a thick bulge in the middle like a hub. No one knows what might lie within this bulge, but some astronomers suspect it may be a supermassive black hole.
Our Sun is located about two-thirds of the way out from the center, where the starwheel is not very thick. Except for the cloudy patch of light in Andromeda, all of the stars visible to our naked eyes are part of this single star-wheel system, the Milky Way galaxy.
When we look toward the river of light we are looking either in toward the center of the star wheel or out toward its rim. When we look toward the region of the Big Dipper we are looking up out of the star wheel, and therefore see fewer stars.
If we could fly on the magic wings of Pegasus to the Andromeda galaxy and see it from within, the Andromedan sky would look much the same as our own, with star patterns on all sides and a river of light circling around. Of course, none of those stars would be the same stars we see from here. Theirs is a different galaxy, a starwheel even larger than our own (pictured below).