The name “Milky Way” comes from the appearance of a band of stars and other celestial objects visible in the sky at certain times. It’s actually a view of the galactic plane from the outer spiral arm on which Earth is located, but nobody knew that when it first got its name. The Greeks called it galaxías kýklos, or “milky circle,” from which we took the word “galaxy” for the entire system.
So saying “Milky Way Galaxy” is redundant, and apparently a lot of people just call it “the Galaxy,” sort of like how we live in “the Solar System” when there are billions of other solar systems. Maybe we’ll have to change that terminology if we ever make contact with aliens.
There are a few different myths about how the Milky Way formed. One of the Greek ones is recounted in a book that I’m currently reading, Percy Jackson’s Greek Heroes, by Rick Riordan. We all know how Hercules was the son of Zeus and a mortal woman, and Hera took out her anger at the affair on the demigod, right? Well, apparently at one point, Hercules was taken to Olympus to suckle at Hera’s breast, whether by Zeus himself or by Athena. She might have been asleep at the time, or at the very least just thought he was an abandoned baby. When she realized who the infant was, she pushed him away, and the spurting milk became the Milky Way. As Percy points out, “That seems like a whole lot of solar systems from just one squirt.”
Another myth credits it to Zeus’s own mother Rhea, who inadvertently created it when pretending to nurse the rock that she was trying to trick Kronos into thinking was their son.
The Egyptians sometimes associated the Milky Way with a cow goddess, but also considered it a river. In East Asia, it’s the Silver River, as featured in the myth about Vega and Altair.
Many cultures regarded it as a pathway to another world, which I guess turned out to be more or less true. The Armenians associated it with Vahagn Vishapakagh, a god of war and fire who stole straw from King Barsham of Assyria and brought it to Armenia.
Some of it spilled in the sky on his way, hence the name “Straw Thief’s Way,” or sometimes simply “Straw Way.” Apparently this name is used in parts of Central Asia and Africa as well. In Baltic nations, it’s regarded as the path birds take when they fly south for the winter, which I understand has a good amount of truth to it.
The Cherokee had a legend that it was formed from cornmeal spilled by a dog, and the Pawnee were known to identify it with dust kicked up from a race between a bison and a horse. It’s interesting that a lot of these myths make its formation entirely accidental, but that was a common theme in a lot of mythology. And when the gods said they meant to do it all along, that was the beginning of intelligent design.