If there are any bacteria in the milk, that would make you ill. By boiling milk, you are pasteurizing it, thus making it safe for consumption. If you have your own cow (or other animal used for its milk), you know your animal is healthy, you know what it eats, you milk it in the most sanitary conditions you can provide (which includes washing your hands first), you may drink milk as it is. I used to, as a child, and it was fine. Now most milk you can buy in a shop is already pasteurized, or made from dry milk powder (or specifically marked as raw milk with warning to boil it before use), making it relatively safe for consumption. In this case, boiling milk is not necessary, unless you had it for a few days and want to check if it's fresh - in such case, if milk is no longer fresh but still smells nice, while boiling it would separate into clear liquid and fatty white mass, if milk is OK, no separation would occur.
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