The Slovenian international has made 12 appearances including five starts since his summer switch from Red Star Belgrade.
One thing that has made an impression is the fight showed by the so-called 'lesser teams' or teams who find themselves in the lower reaches of the league.
"There are no easy games," said Milo. "Every game is close. Arsenal, Manchester United, Liverpool - they don't have an easy game either.
"It is a very difficult league and you never know when you can win or when you can lose.
"You have to play hard all the time. Like for us in Birmingham, you have to fight all the way.
"It is sometimes difficult to play nice football because everyone works so hard against you.
"It's a really fast game but I am learning. I have watched every game closely from the bench when I haven't played and I feel okay."
Milenko Acimovic is learning all the time about English football - and he's realised quickly that there are no easy games in the Premiership.