Here's why:

* Closest: The closest galaxy is the Canis Major Dwarf Galaxy.

* Second Closest: The second closest galaxy is the Sagittarius Dwarf Elliptical Galaxy.

* Third Closest: The Triangulum Galaxy is located about 3 million light-years away from the Milky Way.

It's important to note that there are many smaller, fainter galaxies even closer to the Milky Way, but they are harder to detect.