There are many different kinds of milksnakes. The more commonly available larger varieties like Sinaloan, Nelsons, Honduran and Pueblan are great feeders but can sometimes be more shy. Some of my milks wait until I am out of their view before they eat the thawed mouse left in their cage. My kings usually started eating before I closed the cage door.
So milks are a bit more shy on average, but are still very easy keepers. They like some humidity, at least sometimes. A substrate like coir (coconut fiber, Bed-a-Beast, Eco-Earth, etc) makes a great substrate when misted at intervals. All snakes like to hide, and milks are among those that hide a great deal.
Cornsnakes are a better choice if you want something that is more inclined to bask in the open, especially on branches if you were to use overhead heat.
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Mark