It doesn't have to... this is a distance you can get your head around (sort of).
Assuming you're in the Northern hemisphere on a clear night, take a pair of binoculars (they don't even have to be very powerful) and point them in the direction of Cassiopeia. Find the larger of the 2 triangles that make up the big "W" and follow it down towards the constellation of Andromeda. You should come across a dim oval shaped smudge of light taking up a healthy chunk of your field of view. This is M31 - the Andromeda galaxy.
M31 is about 2.5 million light years away and is one of the furthest things you can see with the naked eye (though it's a lot easier with binos). All you have to do is visualise a bloody great jet of 'WTF' extending from you to M31 and presto! You've visualised something 2 million light years long.