When you dunk your Oreos into milk using your fingers and get milk on them.
Ha! He didn't use a fork to dunk his Oreos, and now he has milk fingers!
It's the dangly bit between a man's legs, otherwise known as a dick, donger, peepee etc.
He had to stuff his milk finger down her throat to shut her up.
Milking your finger that produces milk if you know what I mean.
Who's up caressing your milk finger?