Last season the former Red Star Belgrade captain, 27, completed 90 minutes only twice in the League and he began this term on the subs bench too.
Milijas said: "I talked to Vidic, and he said he didn't play when he was here first.
"He told me every player struggles a little, it may be three months, six months, or one year. You need time.
"English football is so different. You have to learn about the ugly side of football. Runners, runners, runners!
"When I first came it was nice because I had a few good games, scored a few goals, and made some goals too. But after that I wasn't playing and it was hard.
"Everybody says that English football is the best in the world, but it is totally different to Europe and it is so hard to come here. The style is so different, so much faster and not many possession balls.
"But I think I can play better still. Every game I feel I improve and I think that can continue."