I have visited this park on a couple of different occasions, and I really like it. It has three different paved walking loops, measuring .5 miles, 1.1 miles, and 1.4 miles, so you can mix and match and create a longer walk. The park also has a playground, athletic fields, picnic facilities, a canoe launch, and bonus: restrooms.
Photo of park map
My favorite aspect of this park is the ease at which you can leave it. The Blue Heron hiking trail goes right through Millennium Park, so you can walk North up to Cutler Park and Nahanton Park. In addition, there is a trail leading to Brook Farm, and at the West end of Millennium Park is a short nature trail with some lovely views of the river and some interesting old stone carvings left behind from when the area must have been developed.
Old carved stone in the woods.
I thought at first that the hill that this park in built upon seemed unnatural, as as it turns out, it's built on an old landfill. From atop the former rubbish dump, there are some great views of the surrounding Blue Hills and Newton's Hills, as well as a glimpse of downtown Boston. It does get awfully windy there, though, so it seems like a good place to avoid on days when wind chill is a factor.
Dog walkers love this park. They are supposed to keep their pets leashed, but that rule seems to be widely ignored.
More Info:
Newton Conservators: Millennium Park
Millennium Park Yelp Review
View Walk Around Boston in a larger map