The Milky Way is the familiar name given to the galaxy in which our Solar System is located. The name originated as a term for the band of hazy white light that crosses the night sky, made up of billions of distant stars in the flat, disk-like plane of the galaxy.
As best as astronomers have been able to determine, the Milky Way is a barred spiral galaxy, like NGC 1300 shown here, and consists of between 200 million and 400 million stars. It measures about 100,000 light-years (or 6 x 10 to the seventeenth miles) across, and the oldest known star so far discovered in it -- HE 1523-0901 -- is about 13.2 billion years old.
Although it is difficult to detect potentially life-bearing planets outside the Solar System, with these kinds of numbers, the odds are not bad that extraterrestrial life may exist elsewhere in the Milky Way, to say nothing of the other estimated 170 billion galaxies in the known universe.
So the narrator’s whimsical notion of “a man … roasted on a spit by inhabitants of the Milky Way” is not entirely outlandish.