Why soak potatoes in milk?
I assume you are doing mashed potatoes, and since people often boil corn in a mixture of water and milk to give it a sweet flavor or unique taste you wondered if it works for potatoes. My recommendation, unless it is an ethnic recipe or one passed down from grandmother to mother and now to you, is to not waste the milk. Instead, boil the potatoes in water, drain and mash, and then slowly add softened butter or warm milk. This is the only recipe I would suggest you try if you want the milk to marinate into the spuds.