What is supposedly in the center of the Milky Way? It's big. It's bright. It's white. It's so intense. But what is at the center of the Milky Way?
Photos of the galactic center aren't too bright because of all the gas and dust between us and it. For example (in infrared):



I'm guessing, though, that you're talking about other galaxies, because there are no views of the galactic center of the Milky Way face-on. Although the galactic center is pretty luminous, just not in the wavelengths we're used to.

Anyway, the galactic center has lots of stars - many massive, but a handful like our Sun. They're young, though, which is odd, as there isn't much star formation happening.

The main attraction, though, is Sagittarius A*, a radio source that is apparently a supermassive black hole. It's actually a subset of the more complex radio source Sagittarius A. So far, astronomers think that most galaxies have supermassive black holes in their centers.

We know that it has to be really massive because of how it perturbs the orbits of stars nearby:



We know it's massive and we know it's a very strong radio source. A supermassive black hole is just about the only thing it could be.

Courtesy of WayfaringStranger: An awesome picture from NASA:



In this paper by Ghez et al., the orbits of stars were monitored and a mass of the central object was determined to be $4.1 \pm 0.6 \times 10^6 M_{\odot}$. This paper discusses the properties of the star cluster itself.