"An active galactic nucleus (AGN) is a compact region at the center of a galaxy that has a much-higher-than-normal luminosity over at least some portion of the electromagnetic spectrum with characteristics indicating that the luminosity is not produced by stars. Such excess non-stellar emission has been observed in the radio, microwave, infrared, optical, ultra-violet, X-ray and gamma ray wavebands. A galaxy hosting an AGN is called an "active galaxy". The non-stellar radiation from an AGN is theorized to result from the accretion of matter by a supermassive black hole at the center of its host galaxy."
Do we? https://en.wikipedia.org/wiki/Sagittarius_A\* says
"Sagittarius A*, abbreviated Sgr A* is the supermassive black hole[4][5][6] at the Galactic Center of the Milky Way"
Front row seat! Get in!
Edit: a (to me) random site [0] says the Milky Way does not have an active galactic nucleus.
0: https://socratic.org/questions/does-the-milky-way-have-an-ac...