Creating and defining an online persona is something most Millennials will find themselves doing as they transition into adulthood. Today having an online profile is almost essential to fully network with friends, family, and employers. Despite the popularity of this technology amongst teenagers, not a lot is understood in terms of their privacy behaviors or attitudes regarding privacy within social networking sites (SNS). To investigate this, we designed an interview-based study, in which we questioned several high school students about their thoughts and privacy practices, and habits. We found, contrary to popular thought, that privacy is a concern for most Millennials and manifests itself in both attitudes and practice for young users. Popular media, and often times concerned parents, have assumed teenagers do not understand the nuances of Social Networking Sites and believe Facebook is a danger-ridden landscape for young people's well being and reputation. This study however found a group of savvy Millennials that understood the potential dangers affiliated with low privacy settings, and took precautions with their identity and online personas. The findings from this study, along with guidelines set forth for practice and additional research, will help the information community better evaluate Millennial behaviors and serve their online needs.