I played the non-Steam version of Millennium for the first time almost five years ago, and I've been hooked since then. The combination of a strong story, well written characters and addicting gameplay grew quickly on me.
Thanks to the different difficulties, visible / invisible monsters option and guiding arrows the game is well accessible to beginners. The in-game tutorial helps, too. Actually, this is probably one of the biggest strength of these games - no complicated installation, no shortcuts learning, you just start it and play immediately. At the same time, it offers quite a lot of challenge. The battles are classical, i.e. turn-based. But since action order is affected by characters' stats and these changes with difficulty, the battles play quite differently in different modes. In the Hard mode, you really need to know what you are doing and to use spells and equipment to your advantage. Usually, the stuff found in secret rooms and optional areas is very handy.
Overall, the tuning is very good and the game rewards you well for knowledge and exploration. If you feel a need for "grinding" you are doing something wrong. Plus, levels and money only transfer to Millennium 2 up to a certain limit, so the game doesn't force you to spend too much time levelling.
Speaking of exploration, there are many well hidden secret rooms and some other special things to find. Quests are various, some of them are even "chained", i.e. missing the first one means missing all the subsequent quests. Some players will probably find it too "hardcore", but I like the challenge. Maps are well thought out, with lot of optional areas and stuff to find. Once again, exploration pays off in Millennium.
Another important part of the gameplay is jumping. In some parts the game plays a bit like a platformer and you can jump over rocks, chasms and so on. With a special equipment you can even reach otherwise inaccessible areas and that's where the real fun begins.
Characters are well written and lifelike, with Marine "stealing the show". She's just so passionate and stuborn. Quite the opposite of Benoit, which ensures quite a few hilarious dialogues. Visuals and music are also of high standards. Especially the artworks are beatiful. To sum it up - I certainly recommend Millennium. It's a great game, and it's also the first part of great series. In other words, a good game to start with...