Here is the full list of all 39 Millennia achievements.
Start a religion.
Create a Custom Nation.
Win a game via the Age of Conquest.
Win a game by turn 200.
Complete an Expedition.
Take the timeline into the Age of Heroes.
Take the timeline into the Age of Monuments.
Take the timeline into the Age of Discovery.
Take the timeline into the Age of Alchemy.
Take the timeline into the Age of Aether.
Take the timeline into the Age of Utopia.
Take the timeline into the Age of Ecology.
Take the timeline into the Age of Blood.
Take the timeline into the Age of Plague.
Take the timeline into the Age of Intolerance.
Take the timeline into the Age of Heresy.
Take the timeline into the Age of Old Ones.
Take the timeline into the Age of Ignorance.
Take the timeline into the Age of Dystopia.
Take the timeline into the Age of Visitors.
Win a game via the Age of Harmony.
Win a game via the Age of Generals.
Win a game via the Age of Departure.
Win a game via the Age of Archangels.
Win a game via the Age of Transcendence.
Win a game by reaching the turn limit.
Win a game by being the last remaining Nation.
Win a game against at least 3 Master AIs.
Lose a game.
Reach the Age of Information with only Standard Ages in the timeline.
Start a Faction.
Reveal Glitch #1 - Calibration.
Reveal Glitch #2 - Purpose.
Reveal Glitch #3 - Nonlinear.
Reveal Glitch #4 - Darkness.
Reveal Glitch #5 - Truth.
Reveal Glitch #6 - Project ATLAS.
Win a game via Project ATLAS.
Win a game via the Age of the Singularity