The winter months are a great time to take images of the night sky as the air is clear and the Milky Way is most visible.
Ideally you will want a location with minimal light pollution (eg. away from town/city lights), however certain types of astro images (eg. star trails) might benefit from having light sources in the scene.
You will need a sturdy tripod, a DSLR or camera with manual settings, a wide angle lens, a torch/head lamp and some warm clothing.
You can find the core of the Milky Way looking to the east and you will want a long exposure (20-30 seconds), wide aperture (f4 or wider) and high ISO (2000-6400) to allow enough light to get into the sensor.