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Are you making a casual mill deck? Please read.
Control is the key of a mill deck. You should free up your mana as much as possible so that you can respond to whatever your opponent is doing. Having some way to remove threats, both real and percieved, is necessary to survival. Real threats are those that are already on the field, and are something a simple unsummon or doom blade can remove. Percieved threats are those that aren't on the field, something a simple duress or counterspell can deal with. Controlling the board will allow your mill deck to continuously perform, if you use permanent style mill, that is. One-Shot Mill spells are something you should avoid. You can toss tome scours at your opponent until your hand runs out, but that isn't going to be enough to mill them to death. With 1-shot mill spells, like tome scour, you have to treat them like burn spells. Therefore, the only "good" 1-shot mill spells are sanity grinding (in the right deck) and mind funeral. Try to find more permanent styles of milling, like memory erosion, hedron crab, and curse of the bloody tome, so that you don't have to waste your mana each turn doing something that those permanents can do with a single mana/turn investment. Keeping your mana open allows you to respond with control elements. Traumatize Rant. Traumatize is a terrible card for a multitude of reasons. First, it costs 5 to cast, which is a large investment for a mill deck. Milling half a library sounds neat, but if you do the math, it really isn't that much. An average 60 card deck starts with drawing 7 cards. Then, barring any draw spells on their end, or ramp on yours, 5 turns will go by, where they draw 5 more cards, leaving 48 in the deck. Unless they had a deck with more than 60 cards, or you ramped it out, the most you'll ever mill with a single Traumatize on turn 5 is 24 cards. That's not too shabby, but hang on, there's more! If they drew any additional cards or if they were milled before turn 5, that number will be much lower. In addition, any more Traumatize's you draw will only mill less and less as the game goes on...which is the point of a mill deck. My whole point on Traumatize is the it is NOT worth the 5 mana investment, not even with haunting echoes. You can mill more than 24 before turn 5...which you can then cast the echoes. If you look at a mill deck like a burn deck, you'll notice that it takes longer to win with mill than with burn. For example, lightning bolt costs 1 and does 3 out of the 20 damage needed to win (barring any lifegain or damage prevention). For mill, that same investment of 1 would have to mill 9 cards out of an average 60 card deck to be the equivilent of lightning bolt. The problem is that there is no mill card that can do that...except hedron crab, over a period of time. The initial investment of 1 will pay off in 3 more land drops to make the crab equal to a bolt. However, the crab nets you more mill beyond those 3 land drops, making it better as the game draws on. Other cards, like curse of the bloody tome, are excellent ways of milling an opponent because the initial investment of is all you have to pay in order to put your opponent on a clock. All you have to do is stay alive, which is the true goal of a mill strategy. There are other ideas for mill decks that are specific to certain types of strategies. Combo mill decks can mill an entire player's library out from under them. Secondary mill strategies are usually tied to another strategy, like drowner of secrets in a merfolk deck, or halimar excavator in an ally deck. Milling can be done in certain decks that are able to ramp out enough mana to make use of the higher costing mill spells, like using 16 post to pay for X on sands of delirium or for ambassador laquatus. Multiplayer mill decks are even tougher to build, but can be done. Being a slower environment, it is easier to ramp in multiplayer, allowing for big X spells, like mind grind, to be useful. Consuming aberration is another star player. The more straightforward strategy is to use mesmeric orb and dreamborn muse while being the only deck at the table that can deal with it. There are always new strategies coming out with each set, so check gatherer for any new mill cards that you find to be the most fun for you! Now you can say that you haven't fallen into the trap that most new players fall into when they build their first mill deck!