Primary milia is made of keratin, a protein in our skin, and develop when dead skin cells get trapped in the surface of the skin. It's a totally harmless skin condition and, while you might not like to look at it, it will go away after several weeks without any treatment [source: CNN].
While milia is present, changing your skin-care routine to be as gentle as possible. Choose non-comedogenic products and forgo anti-aging topical creams, which may help with healing. And despite how you may think using exfoliating products could help the condition, since it's caused by the inability of dead skin cells to flake off the skin, they won't help. In fact it's best to skip exfoliating areas where you see milia to reduce skin irritation (which, remember, is a contributing cause for developing milia).
If you have the secondary-form of milia (which you may not figure out until the milia has been with you for a few months and you visit your physician for advice) you'll need professional treatment. These treatments include options such as prescription retinoid cream, like Retin-A®, as well as alpha hydroxy acid peels. For some milia, bumps may need to be removed with a procedure that combines a lancing tool such as a scalpel or needle to pierce each milium and a comedone extractor to remove it (like a blackhead) [source: Skin Sight].