McMillian's mother could not understand why he chose to return to Clarksdale. She asked, "Why?"
Why would you want to give up a good salary, your standing in life, and move back to this place? she asked. His friends wondered the same thing.
McMillian told them he felt compelled to do something to help improve the quality of life in his hometown.
"Moving Clarksdale Forward." That's what he chose as his campaign slogan. An official photo showed him standing in front of a cotton field.
His friends knew he was ambitious. He dreamed of running for Congress one day.
Fair believes McMillian may have discovered unsavory information about local politicians, whom some accuse of corruption and dysfunction in Clarksdale.
"Marco was too smart for his own good," Fair said. "I am confident Marco knew the facts."
Fair could not name any specifics but offered his city's despair as evidence.
"Look at our city. Look at how it's dying. Do we have corruption? Most definitely."
What, if anything, McMillian knew might not be known until a trial, but some Clarksdale residents said they have been steadily losing trust in local government. Allegations of scandal that tainted Espy, the previous mayor, did not help.
Espy, who first became mayor in 1989, was indicted -- and later acquitted -- on charges of conspiracy and making false statements in connection with a $75,000 bank loan to repay debts incurred in a campaign to win a congressional seat vacated by his brother Mike Espy. And Mike Espy resigned his post as agriculture secretary in the Clinton administration because of an investigation into gifts and favors from agribusiness firms. He, too, was later acquitted.
Henry Espy's son, state Rep. Chuck Espy, was one of several candidates who ran against McMillian for mayor. Neither Espy responded to requests for an interview.
McMillian's supporters have harsh words about Clarksdale's politicians, be they white or black.
"Local government has failed us for the past 20 years," said Angela Maddox, another childhood friend who worked on McMillian's campaign. "I think there are powerful people who are in hiding.
"This story is not just about Marco," she said, "but what Marco was about to uncover in Clarksdale."
Matt Killebrew, publisher of the Clarksdale Press Register, said he was not aware of any wrongdoing at City Hall.
"I think Marco was a bit defensive," he said, "as any black candidate would be in the Mississippi Delta."
Asked about allegations against local government, which are not hard to come by in Clarksdale, the man who just took office as mayor said he would look into them.
"In terms of widespread corruption, I don't know that any exists," Bill Luckett said, "but I will investigate. Sometimes, the husband's the last one to know the wife is having an affair.
"I've heard some rumors: that I had (McMillian) killed, (that) Chuck Espy had him killed. I just had to let my skin get thick and not even pay attention to things like that."
But McMillian's supporters believe people who wield power in Clarksdale wanted McMillian to go away.
In an interview with CNN, Maddox pulled out her cell phone and displayed text messages she said she received from McMillian just a few days before his death. CNN could not independently verify that the number on Maddox's phone, which showed up as "Marco cell," belonged to McMillian.
When asked about the number, Parks, the family attorney, said McMillian's "cell phone is part of the criminal investigation."
The texts suggest trouble.
"Help me my dear love. Cause they are coming after me," he wrote on February 6.