#1: Lions need a like-for-like replacement for Fuller
Ian Holloway has been after another targetman all summer, dedicating most of his efforts to Leeds United's Matt Smith, and his reasons for doing so became clear on Saturday.
Without Ricardo Fuller, the Lions would be four points worse off – he created Millwall's goals against Fulham and Sheffield Wednesday – but yesterday wasn't his day.
As can happen to any frontman, Fuller was kept under wraps by Rotherham's centre-back pairing of Craig Morgan and Kári Arnason, winning only 45% of his headers.
The Jamaican did get on the end of a couple of dangerous crosses into the box – Lee Martin's floated delivery to the back post being the pick of them – but he couldn't capitalise.
When the 35-year-old did win a header, there weren't enough bodies around him to feed off the scraps. He was very isolated and in many ways was doing a thankless task.
Fuller has already proven his worth by making key contributions to Millwall's promising start to the season but Holloway needs a like-for-like replacement up his sleeve.
Millers frontman Alex Revell kept the Lions' back four occupied all afternoon and Holloway – as he has been for several months – will be in the market for a similar type of player.
#2: Expectation is still a killer for Millwall
The Lions were overwhelming favourites to beat Rotherham but regular visitors to The Den will have taken their seats before yesterday's game braced for the worst.
In recent seasons, Millwall have struggled to win at home when they are expected to. It seems as though a sense of anticipation brings a different type of pressure.
The 'surprise' defeat to the Millers was actually quite predictable, based on recent history. Yeovil Town on the opening day of the 2013-14 campaign instantly comes to mind.
Holloway spoke before the game about Rotherham's "dangerous" attacking players and the misfortune of their midweek loss to Watford, so he knew this was going to be a tough test.
It cannot be said that the Lions did not give it their all on Saturday, but they still seem to lack the nous and creativity to break down a side that puts ten men behind the ball.
Tactically, Millwall are better suited to playing away from home on the counter attack.
So when the likes of Rotherham set up first and foremost to defend, the Lions struggle to break them down and get frustrated. They managed just one shot on target.
The visit of Blackpool to SE16 next weekend will pose similar problems.
#3: Bailey and Upson can't return soon enough
Millwall are light on creative options in midfield so Nicky Bailey and Ed Upson can't return to full fitness soon enough.
Scott McDonald is still adapting to playing as a no.10 and he looked fatigued against Rotherham, having played every minute of every game for the Lions so far this season.
Holloway would like to rotate his squad to cope with a heavy fixture load and admitted after the game that he probably should have made more changes to his starting XI.
But in truth his hands were tied by injuries: in the most physically-demanding area of the team, the Lions boss has been unable to select two would-be starters in Bailey and Upson.
Richard Chaplow has also been sidelined, though he is back in training now.
Even Jimmy Abdou, who never seems to run out of energy, couldn't start against the Millers because it was deemed he needed a rest after a draining start to the season.
Bailey and Upson are unlikely to be available again until after the two-week international break in September, but having them back will make such a big difference.
#4: Evans' winger switch wins tactical battle
The key moment of yesterday's game was Steve Evans' decision to switch his two wingers – Ben Pringle and Paul Taylor – at half time.
Taylor and Pringle swapped flanks at the interval and the change paid off instantly, with the former crossing for the latter to score the game's only goal within three minutes.
Having been quiet in the opening 45 minutes, Taylor came to life in the second period, drilling a dangerous shot into the side netting 90 seconds before creating the goal.
Scott Malone and Carlos Edwards looked comfortable early on, with Malone marshalling Taylor and Edwards containing Pringle, but they seemed unsettled after the switch.
Pringle, Evans revealed, was under instruction to drift inside when possible – and after bagging the opener, he forced David Forde into a full-stretch save from a central position.
And Rotherham's widemen did a good job of pressing high up the field, preventing the Lions full-backs from bombing forward on the overlap.
It was a simple but effective change and was a pivotal factor in the final result.
#5: Lions could do without Southampton tie
The last thing the Lions need right now is a 90-minute workout against a Premier League team who pride themselves on keeping the ball – and are very good at it.
Holloway, who blasted his side's hectic fixture schedule before the start of the season, said several of his players looked "tired" against Rotherham.
So he could do without Tuesday's Capital One Cup tie against Southampton.
Admittedly the Millwall boss will make changes for the game – he has hinted that youngster Jack Powell could start in midfield – but surely he would prefer a free week.
Regardless of the result against the Saints, progress in the Championship is the top priority this season and seven points from four games should be regarded as a good start.
The Lions can ram home their advantage with a win over struggling Blackpool next weekend but the Southampton game will put further strain on a fatigued group of players.