The DESI Milky Way Survey (MWS) will observe ≥8 million stars between 16 < r < 19 mag, supplemented by observations of brighter targets under poor observing conditions. The survey will permit an accurate determination of stellar kinematics and population gradients, characterize diffuse substructure in the thick disk and stellar halo, enable the discovery of extremely metal-poor stars and other rare stellar types, and improve constraints on the Galaxy's 3D dark matter distribution from halo star kinematics. MWS will also enable a detailed characterization of the stellar populations within 100 pc of the Sun, including a complete census of white dwarfs. The target catalog from the preliminary selection described here is public (Available at https://data.desi.lbl.gov/public/ets/target/catalogs/ and detailed at https://desidatamodel.readthedocs.io).