Let's get one thing out of the way. The UI and graphics are not great. They are readable, but the game doesn't make things easy for you. And another thing: This game is its own thing and should be considered from that angle.

So I really enjoy this one. This is why:
1) It is a much more historic-minded take on a the historical 4X game. Unlike say Civilization which assumes your civilization has immutable characteristics from the dawn of time, Millennia takes the idea that environment, neighbors, resources, etc. are what shaped a civilization into what it is. You are building your civilization as you play, and by the end of the game will end up with a civilization that differs from others to a depth you are not going to see in classic historic 4Xes, and feels organic based on both your choices and how history evolves.
2) The logistics chains are fun! A lot of civilization games end up with the non-combat part and internal development being less interesting than war and conquest, and Millennia is definitely not one of those games. Deciding what to build, where to build, and how to change things as you go through history and expand your territory is very crunchy and enjoyable
3) The alternate history ages are really cool and generally feel very distinct. Each one has its own improvements, buildings, and special mechanics, and can have a big impact on how the game plays out. I haven't seen all of them yet, but almost all the ones I have seen are very cool and I look forward to see the ones I am not aware of and what modders and DLC will do with them over time.

There are a lot of smaller things I appreciate too, but these are what I think are the core sale points. If you like 4X but have been wanting something that shakes the genre up and does some new things then this is definitely what you are looking for. It is refreshing and really enjoyable.