could be alot of things...when did you get him? If you had just gotten him/her then its prebably very stressed out. milk snakes are very secretive snakes. i have a tangerine honduran that hides 24/7. he is a yearling now and is coming out alittle more...but it took him over a year.
could also be cage setup, temps correct? is the cage in a high traffic area? does he have alot of hiding places to make him feel secure? I think I have 4 or 5 hiding places in my tank.
if the cage is too big that will cause stress also.
These are just some of my thoughts.
Also are you feeding live or f/t? (I don't like the idea of feeding live, I feed f/t to all my snakes). If he's used to live then feed live a couple times then try to switch to f/t (f/t is much safer).
I've read if they don't eat when offered then wait a couple more days and try again.
Like I said these are my thoughts since I'm no expert.
Good Luck.