All of the 60-odd proteins in milk fall into two categories. In one group they precipitate either in acid or on heat, and in the other they remain in solution. This is an important distinction in the kitchen that asks for some clarification.
Milk and acid
In its natural state, milk is very slightly acid (pH 6.5). One protein, casein, which makes up 80 percent of all milk proteins, precipitates in mild acid conditions but natural acidity is not acid enough.

When milk starts getting old, bacteria produce lactic acid, the milk becomes mildly acidic (turns sour), and casein precipitates as curds. If you let the milk sit longer, with more lactic acid it becomes more acidic, and another group, whey proteins, also precipitate, and even more curds develop.
If you add anything quite sour like citrus juice, vinegar or tart fruits, the milk curdles instantly as the casein precipitates. Sometimes we do this deliberately, making custards with fruit juices or fruits, for example, but the soft curds will disperse when slowly heated in the oven, and add firmness to the custard. Most of the time, you don’t want milk to curdle.
To prevent this, mix starch (in the form of flour, cornstarch, tapioca) with the acid ingredient. Starch keeps the casein in suspension, and prevents curds from forming.
Milk and heat
A common problem when heating milk is how easily it scorches on the bottom of the pan. The thinner the pan and the higher the heat, the more scorch you have to scrub off. What happens is that the heat precipitates heavy proteins in the milk that sink to the bottom, and burn on the hot surface of the pan.
What can you do? Heating the milk in a double boiler works, because there’s no direct contact with the hot metal surface of the outer pan, but it takes forever. Constant stirring keeps the proteins from settling on the bottom, but this also takes time and attention. Try heating milk at a bare medium heat while occasionally stirring. This at least minimizes the pot scrubbing afterwards.

The other common problem with heating milk happens on top. A skin forms on the surface of the milk as it heats, and if you are not watching it carefully, the milk boils over. The two events, bottom scorching and top skin, are connected. Heat precipitates proteins and calcium.
The heavy casein sinks to the bottom while the light proteins and calcium precipitates rise to the top and form the skin. The skin in turn creates a tight seal over the upper surface of the milk all the way to the sides of the cooking pot. The air bubbles that form below the skin in the liquid cannot escape, so they accumulate as steam, which lifts the skin up like a hot-air balloon.
The next thing you smell is the erupting milk pouring down the outside of the pot and onto the burner. When you see the skin forming over the surface, stir it back in the milk to prevent it from boiling over. Don’t skim it off, or you lose valuable nutrients.
You can buy a ceramic disk (size of a tuna can and thickness of a finger) that sits on the bottom to prevent boil-overs. It has a clever design, that allows air bubbles to collect below the disk and are released in big pockets instead of many tiny bubbles. These large bubbles stir the milk enough to keep the skin from forming. This stirring action also helps with the bottom scorching problem.
Scalding milk
Why do some recipes call for scalded milk before using it in baking? You see these particularly in older cookbooks. This was an essential step before pasteurization to deactivate enzymes in the milk that interfered with the action of other ingredients, like yeast.

Scalding is no longer necessary because pasteurization deactivates the offending enzymes. In some recipes it is helpful to warm the milk to speed a process, such as activating yeast, or starting with warm liquid in custards and puddings. But if you need to scald milk, heat it to near boiling.
Tiny bubbles on the surface are your trigger. If you actually boil the milk, the flavor becomes insipid. (Note, however, that heating milk to make yogurt has a different purpose. Heating here is to destroy all competing microorganisms before adding the bugs that culture the milk.)