Most parks have some sort of picnic facilities, even if it is something as simple as a few scattered picnic tables.
There are a quite a few such tables in Millersylvania State Park, but one step beyond these tables are the reservable picnic shelters, some of which are quite large. Some of these shelters include partial kitchen facilities, including sinks and cooking facilities, and extensive sheltered tables. These are quite large facilities, and may accommodate as many as 50 people.
These facilities are sturdy structures built in the 1930s, with some of them having undergone recent repairs and upgrades to bring them to modern standards.
The picnic shelters are somewhat far from the park roads, and therefore be prepared to hand carry your food and cooking supplies some distance.
The southwest corner of Millersylvania State Park contains Deep Lake. This is a popular lake for fishing and other water recreation, and it is perfectly possible to have a boat on the lake.
There are two options for boating on the lake: renting a boat from the boat rental office right there in the state park, or bring your own boat.
The boat launch facilities in the park are reasonably good in terms of having a long pier next to the boat launching area for preparing the boat after it is in the water. However, the boat launching area is not a ramp, and is really designed for the very smallest of craft. The lake really isn't suitable for large boats anyway - it isn't that deep a lake. Furthermore, in order to keep the peace of the park, there is a 5 miles per hour (8 kph) speed limit in the lake.
A battery powered small trolling motor works well in this lake, and helps keep the peaceful atmosphere of the park intact, though there is no prohibition against gasoline engines, everyone I have seen using a motorized boat uses an electric motor. Possibly there is a non-official pact among the most frequent park visitors to keep the noise on the lake down by using electric motors rather than gasoline.
Boats available at the park include rowboats, small kayaks, and canoes. As of this writing the most expensive is a rowboat, which costs $12 per hour. It should be noted that the boat rental office closes in the event of bad weather, so there are times when it can not be relied upon to be open. All of the craft available for rental are human powered only - no motors or engines are provided.
Follow the signs to get to the boat launching area, while the boat rental concession is at bath house 2 / swimming area 2.
There are approximately 7.5 miles (12.7 km) of bike trails in this state park. Almost all of these designated bike paths are gravel, and most of these are wider gravel park maintenance roads (no general auto traffic allowed - only park maintenance vehicles) so that bikes do not come into conflict with wildlife (fast moving bikes on the very narrowest of trails can be fatal to ground dwelling birds such as winter wrens and others) or other park visitors. While the gravel is fairly compact and makes a reasonable biking surface, I did notice those with narrow road tires on their bikes changing their tires - so it is probably best to either be prepared to replace your tires or bring something with tires that runs well on gravel.
Most major trail intersections in the park are well marked, with many of them having maps and red "You are Here" labels on them. Some of these trail intersections are not labelled yet, nor do they have signs yet posted that certain trails are for hiking only.
Therefore when possible please pay attention to the trail maps, and if a trail is extremely narrow it is likely designated for hiking only for the protection of all involved (especially park wildlife).