"We're well aware the first two tests are with the conventional red ball and before we get to that third test we've got a lot of hard work to do."
McMillan said after the opening one-dayer in Canberra with a pink ball, all the focus will be on the red ball until the end of the second test.
"From our point of view it hasn't been a concern at all, but we had to make sure the guys had done some work [in Hamilton last week] with the pink ball just to give them confidence."
Several of the touring squad were in Australia on New Zealand's last tour in late 2011, when the two tests were split, the home side blowing New Zealand away by nine wickets before the Doug Bracewell-inspired seamers pulled off a thrilling seven-run win in Hobart.
Six of the squad played that Brisbane test; Perth will be a new experience for all the players.
McMillan played tests at both grounds - scoring half centuries on both in 1997.
Bounce is key for the bowlers at those venues, particularly the traditionally flint-hard Waca Ground, but McMillan believes batsmen should relish the prospect, rather than get twitchy over what lies ahead.
"It's good for batsmen. It gives you the opportunity to score all around the wicket, you get extra pace for shots so generally when you get the ball through the infield you get maximum runs."
Perth has been a graveyard for faster bowlers who get carried away with the bounce.
"It's been the downfall for a lot of touring sides. They get giddy with the extra bounce and end up bowling a length that's not dangerous," McMillan said.
He has no fears for the Tim Southee-Trent Boult new ball axis on the forthcoming trip. "Their strength is swinging the ball, so they have to attack a fuller length.
"In many ways the pitch is irrelevant because they do most of their work in the air. It's important they stick to that and they've got enough experience so I'm sure it won't be a problem."
And forget any idea that New Zealand - on the back of a tremendous test run of four series won, three drawn, none lost since late 2013 - plus the enthusiasm and self-belief engendered by the World Cup success - are counting their chickens too soon.
"Australia are a very strong side at home, they've fashioned an unbelievable record at home so we know the challenge is going to be huge. We know we're going to have to play very well over long periods of time to put ourselves into positions to win games," McMillan said.
"But from the group perspective it's exciting. The fact we've got three tests wets the lips. But certainly we're not getting ahead of ourselves."