Wholegrain Millet is healthy as are other wholegrain cereals. A number of different cereal plants produce grains that are called millet. Millet has reasonable amounts of protein. Sources differ about how much protein is in millet, perhaps protein content varies with the type of millet, I don't know. Millet also contains many useful minerals.
Millet recipes typically recommend boiling with roughly two cups of hot water to one cup of millet. Some recommend toasting millet first, if you're inexperienced take care as toasted millet can easily burn.   Some traditional people eat millet as a staple.