Milligan, who joined Southend from Scottish side Hibernian in the off-season, has yet to taste victory with his English club in a league fixture.
The Shrimpers have lost all five of their League One matches so far and this week were knocked out of the Carabao Cup with a 4-1 defeat to MK Dons.
Milligan admits it has been a tough introduction to life in English football, but there’s still time for the club to get back on track.
“We had a good pre-season. But it’s obviously a hard one because when you start like that it’s a hard rut to get out of,” he told The World Game.
“We have a good squad and a good gaffer, and there’s still a lot of boys here learning their trade as well. It’s a new challenge for me as well, to help lead them out of this situation.
“Having so many games is sort of a good and a bad thing. You do get the chance quickly to redeem yourself, but on the other hand the gaffer doesn’t really get a lot of time to work with us on the training paddock to try and fix the areas we’re going wrong.”
Milligan, who is captain of Southend as well as skipper of the Socceroos, has played every minute this season in defensive midfield. The Shrimpers have scored four goals in five games but conceded 14.
Southend only narrowly avoided relegation to League Two last season, but the 34-year-old concedes he did not see this poor start coming.
“Look there’s still a lot of players here from last season, but a lot of new boys as well,” he said.
“I think the memory of last season, for every player, can be hard to forget. When you’re in a little bit of a rough patch it’s only normal that you look back to previous experiences.
“Being one of the new boys here, along with quite a few of us, that puts the emphasis on us in terms of helping to turn it around.”
Southend went down 4-3 in its last League One fixture to Wycombe Wanderers, despite leading 3-1 in the second half. Milligan, who scored an own goal in that match, believes his side haven’t been playing too badly but just haven’t been grinding out results.
“We haven’t been playing terrible football, we just seem to go through stages and we’re getting punished for that,” he said.
“Goals change games so no matter how you’re playing the game is always going to change once you concede. I think because you’re in that bad run you’re desperate to get out of it as well, so you start to leave holes elsewhere.
“That can make it tough as well, but that just shows the determination I guess of the boys. It’s not through a lack of effort or anything like that, they’re willingness to work is all there.
“It’s just hard to pinpoint. Because everyone wants to work so hard and get a result you maybe push when you shouldn’t be pushing, little things like that. It’s being costly badly at the moment.
“Against Peterborough in the first half and in the first 15 minutes of the second half we heavily dominated the ball and had a couple of chances. Then we conceded two in three minutes and we were dead and buried, especially in this league where a team gets a lead and they’re quite hard to break down as well.”
With 41 league games still to come, the Socceroo is adamant Southend have to remain positive and keep working hard.
“You have to stick together – that’s really important,” the midfielder said.
“It’s very easy to turn on one another when you’re in a situation like this, point fingers. Fortunately we don’t have that so I think it’s important we stick together.
“It really is a case of just getting that monkey off our back and getting a result. It might sound a little bit old school, but for the most part however we get that will be important just from a confidence-side of things.
“We do have quite a good mix, but we have a lot of young boys in the squad and that will help with the confidence-side and the mentality-side of things. That’s obviously important when you have this many games.
“I’ve played six 90 minute games in a two and a half weeks, so you just need that break because the games are coming thick and fast, in your head as much as what you’re actually producing.
“It’s definitely not too late to turn things around.”
