A 26-year old decided to have a cup of coffee. He took a cup of water and put it in the microwave to heat it up (something that he had done numerous times before). I am not sure how long he set the timer for, but he told me he wanted to bring the water to a boil. When the timer shut the oven off, he removed the cup from the oven. As he looked into the cup, he noted that the water was not boiling, but instantly the water in the cup "blew up" into his face. The cup remained intact until he threw it out of his hand but all the water had flown out into his face due to the build up of energy. His whole face is blistered and he has 1st and 2nd degree burns to his face, which may leave scarring. He also may have lost partial sight in his left eye. While at the hospital, the doctor who was attending to him stated that this is fairly common occurrence and water (alone) should never be heated in a microwave oven. If water is heated in this manner, something should be placed in the cup to diffuse the energy such as: a wooden stir stick, tea bag, etc. It is however a much safer choice to boil the water in a teakettle.
Milk is the same thing, actually milk contains some fat, therefore it will heat up much faster than water, it's still dangerous. It is best to warm it up in the saucepan, that way it's safer.