If you can deal with the cold, this is a decent time to see the Milky Way. It's a fuzzy streak of whiteness that crosses the sky directly overhead. It could look like a stream of clouds, or spilt milk across the sky, but it is actually billions of stars in the plane of our galaxy.
Winter is actually a rather unspectacular time of year to see the Milky Way band.
The center of the galaxy lies in the constellation Sagittarius, which is visible during the summer months. If you are in a dark spot, and look up during the summer, it's a phenomenal sight. The Milky Way Galaxy has about 200 billion stars in it. It's a spiral galaxy, which means that it is made of a spiral disk and a bulge in the middle. The sun is about two-thirds of the way out towards the edge of the disk.