What's disturbing about this scene is that it takes place the morning after Millie Montag's suicide attempt, and yet she denies that any such attempt took place. Instead she continues to do what she has done for years, sit in front of her wall to wall television system and watch her favourite shows.

This time, however, she does not passively watch it, but reads a script while it blares out in the background. She's excited because she says she has a part in a play that starts in ten minutes. At one point in the story, the characters will all look from from their separate screens to Millie and she will say her line, which is simple as "I think that's fine!" Millie says that it will be even better when they can afford to install the fourth wall, but as Guy states "We're already doing without a few things to pay for the third wall." It's telling that Millie doesn't even remember having the third installed. She seems to be in her own little world.

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.