McMillan is of Irish and Mexican descent. She was raised by her single mother in Beaumont, Texas, and spent summers in Atlanta, Georgia with her father and his family. She graduated from Lawrence University and actively participated in the 2011 Wisconsin protests where she fought to save collective bargaining from its dismantling by Governor Scott Walker. In New York, she enrolled in graduate school at the New School for Social Research in the fall of 2011 and worked as a nanny for several families. At the New School, she studied nonviolent movements and found inspiration in the works of Bayard Rustin. McMillan was known as a "dedicated pacifist" who had many discussions with her thesis adviser about the topic of nonviolence. She planned to write her master's thesis on Jane Addams and the settlement movement, but Occupy Wall Street (OWS) protests interrupted her studies.