First night is usually turn up and be given a table for that evenings meal and a table number for the rest of the cruise.
If you want a different sitting or different table size ask the Maitre d' asap.
Millennium has set dining - 6.15 and 8.30. Book early enough and you should get your preference.
As he says and you will stand a higher chance of getting your choice if you have sailed with Celebrity before and the more times the better the chance. Should you not get what you want see the Maitre d' as soon as you embark and you will almost certainly get what you want the following night but seldom the first night.. ... Neil.