Hello Zenlauren,
I've just been on the Millenium Nov. 30/03 sailing. The "Energy Band" (pop group) plays at the Cosmos Club until 11pm then the DJ takes over until the wee hours of the morning. He plays a variety of music from the latins (salsa, meringue, etc) to the disco music. At the Rendezvous lounge, the "Unison Duo" plays waltz, foxtrot, swing, rumba, quickstep and chacha. "Regina Timmins", the harpist plays at the Cova Cafe Di Milano and "Rob Ragusa", the pianist plays at Michael's Club. There is also a guitarist that plays at the Ocean Cafe.
There are lots of things to do on-board. The activities and events will be outlined in the "Dailies" delivered in your cabin every night so you can plan ahead on what you want to do the following day.
Don't worry too much about what to expect as a first time cruiser. Just enjoy yourselves. Part of the fun is the day to day discovery that you will encounter. Don't forget to try the "Olympic Restaurant" for an awesome experience in fine dining. The "Chocolate Souffle" is to die for.
Hope you'll have a fun cruise. When do you sail?
P.S. For easy identification of your luggage at the pier after disembarkation, tie a colored ribbon in the handles. It will save you a lot of time in looking for them before you board the bus to the airport.