When I was a kid, I used to write my address in full, starting with the name of our house, "Trannon" (an old British conceit is to give one's house -- be it ever so humble -- a name), street, town, etc. etc., ending with "...Solar System, Milky Way, Universe." Let's do the same in reverse, checking meanings as we go.
Universe: The uni- part is pretty obvious, one. But -verse? A passel of English words (for instance: worth, writhe, wrath, wrench, wreath) derives from the Proto-Indo-European root wert = to turn, where the * indicates that wert* has been reconstructed from comparative evidence. Back when it was generally supposed that our Earth was stationary, Aristotle suggested that stars were actually perforations in a vast rotating globe through which we could glimpse the eternal fire beyond. So "universe" is everything contained in that spinning sphere.
Milky Way: "Milky Way" derives from the Latin Via Galactica (think of "lactate"). An ancient Greek legend tells how Heracles (Latin Hercules) had a divine father, Zeus, and a mortal mother, Alcmene. Wanting to give his son god-like qualities, Zeus let the baby Heracles suckle from his divine wife, Hera, while she slept. Waking to find a strange baby at her breast, she pushed it away, letting her milk spurt across the sky. Look up on a clear moonless night far from city lights, and you'll immediately see how the legend came about.
Time was, the Milky Way was the universe. A famous debate about the size of the universe took place in 1920 between two eminent astronomers, Harlow Shapley and Heber Curtis. While Curtis argued that the Milky Way represented the entire universe, Shapley correctly said that our galaxy is but one of many (many!). Within a decade, Edwin Hubble proved that the "spiral nebulae" (which Curtis thought to be nearby clouds of gas) were actually other galaxies way beyond the confines of our own starry neighborhood.
Solar System: "Solar" derives from sol, Latin name for our local star, the Sun. Now that Pluto has been demoted to a minor planet, our sun's system consists of just eight planets, nearly 200 moons, and many minor planets, asteroids and comets.
Earth: All Germanic languages have a cognate word to our "Earth," including German Erde, Dutch aarde, and Scandinavian jord, which can be traced back to the Proto-Germanic word ertho. In Norse mythology, Jorth is the mother of Thor (as in "Thursday").
United States of America: "America," which first appears in Cartographer Martin Waldseemüller's 1507 "Cosmographiae Introductio," derives from the navigator Amerigo Vespucci (1454-1512). Vespucci claimed to have discovered the "New World" and may have been the first to suggest it was a new continent.
California: Queen Calafia ruled the island of California, in a 1510 novel by Spanish author Rodríguez de Montalvo. The island, east of Asia, was populated by a race of Amazon warriors. When Spanish navigators first discovered what we now call "Baja California," they mistook it for an island, and the gave it the name California. "Alta California" once consisted of most of the states of California, Nevada, Utah, Arizona and Wyoming.
Barry Evans (firstname.lastname@example.org), like transcendentalist Margaret Fuller, accepts the universe. ("Gad, she'd better!" was Thomas Carlyle's response to her.)