The galaxy M 100, seen
through the Hubble telescope
A galaxy is a group of millions of stars that are relatively near each other. Most stars seem to be in one or another galaxy. Earth's own star, the Sun, is in the Milky Way galaxy. Small galaxies have about ten million stars, while big galaxies sometimes have a trillion stars in them. There are probably more than a hundred billion galaxies in the Universe.
Gravity holds the stars together into a galaxy, just as gravity holds planets in orbit around a star. In most galaxies, the stars also orbit around the center of the galaxy the way planets orbit around a star. But we don't know what is in the middle of galaxies. Some astronomers think there might be giant black holes in the middle of galaxies. The only parts of galaxies we can see are the stars (and sometimes planets), but there is probably other stuff in galaxies as well, that doesn't send out energy or light waves, so we can't see it and don't know much about it.
Galaxies also often attract each other with gravity, so that they are not evenly distributed through space. Some parts of space have clumps of galaxies in them, while, even with so many galaxies, most of the Universe is still empty space with pretty much nothing in it at all.
Bibliography and further reading about stars: