and where is the galaxy taking us then?

Based on how Earth is doing, she might be taking us to the big farm upstate. :(

Fun fact, we do not just orbit the galaxy in a circle, we also have a motion perpendicular to that circle. We oscillate up and down through the plane of the Milky Way. The Milky Way is super thin, like super ultra thin. If the Milky Way were a pancake, it would only be the thickness of a sheet of paper, a sad pancake indeed. However in terms of human scales it is still huge, so we have a large way to travel. Our galactic orbit is tilted as compared to the galactic plane, so throughout the cosmic year we move up and down as compared to the center. A motion of 100-200 light year, so pretty big. That orbit also has procession, so we move through different parts.

The galaxy itself is also moving, although at that scale it's easier to think of the galaxy to be stationary and other galaxies moving towards or away from us. In general we are all moving towards a galaxy cluster known as "The Great Attractor" as it is the most massive (except for your mom).

It's also often forgotten that our sun isn't the only star moving in the galaxy. All of the stars orbit the galaxy in a lot of different orbits. And some don't orbit at all, instead moving with escape velocity (or faster) to get flung outside of our galaxy. Some have their own orbit in companion dwarf galaxies that in turn orbit our own galaxy. It's easy to think of a galaxy as a fixed thing, with all the stars in the same place moving together like on a disk. But this isn't the case at all, stars aren't bound together and can follow their own path. Over time their relative positions change and the constellations we know won't exist anymore.

The structures we see in galaxies like spiral arms for example are only structures in the same way a wave in the ocean is a structure. It is clearly a thing that exists, with properties we can at least somewhat constrain (like size for example). But the water inside that wave is just water like everywhere else. At one point it's part of the wave and then at some point it no longer is. It's the same for stars, sometimes part of a structure, other times not (although it gets complicated quickly if you dig into the details)

As far as I know we're headed toward another galaxy. Luckily we'll all by long gone by the time that collision happens.

There's also no reason to believe that expansion isn't happening in a spheroid pattern. The big bang wouldn't have been like a blunderbuss, more like a naval mine suspended in the abyss, exploding in all directions.

For that matter, did the big bang ever cease, or has it continued to spew out new energy, and we're just so inconceivably far out that our entire observable universe is just one small section of a relatively narrow range of distance from the center?

Lastly, if the big bang is like a faucet, what if black holes are like drains in a tub, or in other words wormholes leading back to whatever realm everything came from before being spewed out by the big bang?

Everything in the universe is cyclical; there's no way something doesn't complete the circuit, even if it's just a big crunch.

Everything in the solar system (even the Son) orbit around the center of mass of everything in the solar system. This epicenter is just outside of the Son, on the side that Jupiter is. So the Son wobbles by a little bit more than 1 of its radii.

I am under the impression that straight lines don't really exist in the Universe.

Probably true for Pluto.

traveling at a million light-years per millisecond

You're only off by a factor of about 30 quadrillion.

Light (famously a type of radiation), takes 1 year to travel a light-year, hence the name.

If you want to make it sound impressive, then astronomical units aren't the right choice. The sun is only 1 AU away from us after all.

million light-years per millisecond

Gonna need a citation on that one! ;)

kidding aside, Mars is a great example of what will happen to Earth should our core stop generating our magnetic field. Also... Auroras!