The word "millennial" is used quite often in literature from 1830 to 1860, matching with Alexander Campbell's release of the Millennial Harbinger, a magazine which became a leading forum for the American Restoration Movement.

The movement sought for the unification of all Christians in a single body patterned after the church of the New Testament, essentially getting rid of all denominations in the Church in order for it to be more unified. Through this movement, they sought to reach a Golden Age in which Christian ethics prosper. This age is referred to as "the Millennium", which means people who followed these ethics were commonly referred to as "Millennials".

According to chapter 20 of the Book of Revelation, Christ's second coming happens right after the Millennium is reached. Essentially, being a "Millennial" in the 1860s meant you were in support of unifying the Church in order for Christianity to reach a Golden Age.

David T. Steineker, The Greatest Commandment: Matthew

Rubel Shelly, I Just Want to Be a Christian