The 29 year-old arrives on a one month loan as cover after former Miller and current Seasiders coach Steve Thompson alerted him to Ronnie Moore's interest.
Coid told Millersplayer: "I've been at Blackpool a long time and to suddenly move to a different club and at such short notice was a massive change for me.
"I got here about half past nine this morning and trained, which went well. Though I've had a few injuries in the past I've been fit since pre-season and everything's been going well for me. The standard has got a lot better in all leagues and I don't really know what to expect. It's a massive change for me, mentally as well, it's a big step since being at Blackpool for 14 years and I hope my nerves will be settled by tomorrow.
"Getting back into first team football again is going to be a bit of a test for me. I've been playing Reserves every week for the last month or so but it is a lot different playing first team football whatever league you're in.
"I never wanted to leave Blackpool but you're getting older and you need to get out there and play football and Rotherham is a good footballing side and are doing well in the League and even in training today I've seen they've got a good few footballers in the team", he added.
"I've enjoyed my first day of training and there's a good bunch of lads here. I already know Kev Ellison and Danny Harrison and I've had a bit of stick off Kev already which was a nice little welcome!!
"I'm a full-back who likes to get forward and there are occasions when I do get caught out with me pushing up too far and maybe I should stay back a little bit more but I think since Ian Holloway came in at Blackpool, that's the way he wants us playing.
"I don't know who I'll be playing against tomorrow so maybe I should look that up", he joked.
Coid told Millersplayer: "I've been at Blackpool a long time and to suddenly move to a different club and at such short notice was a massive change for me.
"I got here about half past nine this morning and trained, which went well. Though I've had a few injuries in the past I've been fit since pre-season and everything's been going well for me. The standard has got a lot better in all leagues and I don't really know what to expect. It's a massive change for me, mentally as well, it's a big step since being at Blackpool for 14 years and I hope my nerves will be settled by tomorrow."Getting back into first team football again is going to be a bit of a test for me. I've been playing Reserves every week for the last month or so but it is a lot different playing first team football whatever league you're in.
"I never wanted to leave Blackpool but you're getting older and you need to get out there and play football and Rotherham is a good footballing side and are doing well in the League and even in training today I've seen they've got a good few footballers in the team", he added.
"I've enjoyed my first day of training and there's a good bunch of lads here. I already know Kev Ellison and Danny Harrison and I've had a bit of stick off Kev already which was a nice little welcome!!
"I'm a full-back who likes to get forward and there are occasions when I do get caught out with me pushing up too far and maybe I should stay back a little bit more but I think since Ian Holloway came in at Blackpool, that's the way he wants us playing.
"I don't know who I'll be playing against tomorrow so maybe I should look that up", he joked.