Just wondering if we can examine individual stars from other galaxies, or if we are pretty much stuck with the billions that are in the Milky Way?
Yes, Edwin Hubble did that for the first time in 1919. Before that time, it was thought that the galaxies we can observe were just nearby gas nebulae located inside our Milky Way. But Hubble was able to resolve the nearby galaxies like the Andromeda nebula into individual stars. By measuring the brightness of so-called Cepheid variable stars, he was able to calculate the distance to the Andromeda galaxy. Here one uses the fact that the total power radiated by the star is related to the period of the brightness oscillations, so by observing such stars you can deduce the distance to these stars and hence the distance to the galaxy. But later it was found that there were two different types of Cepheid stars and the wrong relation had been used; the distances were actually about twice as large.