When milkshakes were first invented roughly 150 years ago, they were actually an alcoholic whisky drink that more closely resembled the traditional egg nog. Today, though, they're most commonly made with milk, ice cream, and syrups for flavoring.  If you want to make an adult milkshake that pays homage to the original recipe, you could try subbing Irish Whiskey or even an Irish Cream Liqueur into this recipe instead of the Cointreau, and topping with Irish cream!