Milly Theale is a fictional character from the novel "The Wings of the Dove" written by Henry James. She is a young American heiress who travels to Europe in search of health and happiness. Milly's character embodies innocence and vulnerability, as she navigates complex social dynamics and relationships. In the story, Milly becomes involved with two other main characters, Kate Croy and Merton Densher. Their interactions explore themes of love, sacrifice, and the impact of wealth on personal connections. Milly's journey ultimately highlights the challenges of human relationships in the face of illness and societal expectations.