Names have always fascinated me, so I have lots of reference material to look up those fun facts. These are only a few of the books in my library that fill the bill.
@jacqbb Yes, it's in both of those surname books, being a Scottish name. Essentially it means "at the mill" and would be given to someone who lived near or worked at a mill. The Penguin Surname book (which I've had since high school) noted that Milne was the "71st commonest surname in Scotland in 1958". My father's people came to Canada from Aberdeenshire in the 1830s or '40s. When my sister, mother and I visited Aberdeen in 2000, we discovered we were actually pronouncing our name incorrectly (Milne, sounding the N, one syllable) as in that part of Scotland it is pronounced "Mill"!