Although she does not come straight out and tell us why she is excited, it seems to me that Millie Montag is excited because she is going to get to participate in this show that is coming on soon. She has sent in some box tops to the company and in return she will get to speak a line in the show.
This is important because she is all excited about an illusion. She is all worked up about having a line in a show and she does not even know what the show is about. How empty is that? Meanwhile, her real life is clearly in a bad situation (she's just about died the night before) and she doesn't even care.
Her excitement shows how shallow her life is.