We are actually sitting inside the disc of the Milky way about 1/3 of the way out from the centre. When you look towards Sagittarius, you are looking at the centre of our galaxy. the part of the milky way that curves from Crux through Canis major and Orion is looking towards the outer edge.
Other directions you are looking away from the Milky way, that is why you are most likely to spot galaxies in those directions, for example the Fornax cluster and on the other side the Virgo/ Coma clusters.
Hope this is clear enough!
Malcolm
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