While our star, the Sun, is considered larger than average, it's only because the vast majority of stars in the galaxy are quite tiny! At least, comparatively!
But, compared to the largest stars in the Milky Way, our Sun is just a baby!
Take a look at this video to get an idea of just how small our planet really is...
http://www.youtube.com/watch?v=HEheh1BH34Q