1822 Morgan Co, IL. From the Mills Family History:
"James Mills Jr and oldest child drove through from the East with his father in 1822 in an ox cart, encountering all of the hardships common to that period, landing in Morgan County, where they appeared to have tarried around Diamond Grove for a time, somewhat south of where Jacksonville now stands. Then passing up all of that beautiful country to the west, down to where Exeter now stands, no better lying out of doors, early in the spring of 1823, eventually settling on the back bone of Apple Pie Ridge.
This was then a deep, dense thicket of timber, woven together with vines and inderbrush. But wood was needed for buildings, for fuel and for fencing - even for the construction of crude machinery, and there was the old spring not so far distant, one of the most necessary conviences of a home."
1830 Morgan Co, IL. In the census, there were living at James' house 1 male 30-40, 1 male 20-30, 2 males under 5, 1 female 20-30, 1 female under 5, next door was his brother-in-law, Adam Coonrod.
The Mills family were wealthy and very influential, being widely known in Illinois.
At least one family listing has Genesee, NY as his birth place and another has 3/9/1798 as the date.