Go outside on a clear night in early winter and look up. Everything you can see; all the stars, the planets, the shooting stars, the Northern Lights; is contained within the Milky Way Galaxy; except one thing. If the sky is dark and the moon not too bright, and if you know exactly where to look, you can just barely see the Andromeda Galaxy, the one thing visible to the unaided eye not in our galaxy.
First, find Cassiopeia, the constellation shaped like the letter W. The broader, upper angle of the W points right to Andromeda. It is approximately two leg lengths (of the W) away and will appear as a dim, but suspiciously fuzzy star. It is not an easy find, but worth the effort. If you are interested, I suggest the directions at earthsky.org. Use good binoculars or a telescope, and you will actually see the spiral bands of a galaxy far, far away (two and a half million light years away, actually).
