The invention of the Internet and rapid technological advancements have transformed Millennials (born between 1980 and 1999) into the first generation that is truly global in its connectivity and experiences. To what extent are the changes in the transition to adulthood for Millennials global and universal? We compared Millennials in France, Finland, Estonia, and Russia to answer this question. Using data from the European Social Survey (conducted in 2006 and 2018), we examined six key events that mark adulthood: completion of professional education, leaving the parental home, first employment, first cohabitation, first marriage, and first childbirth. By comparing the structure, timing, and tempo of the occurrence of these starting events in the selected countries, we found that the transition to adulthood is becoming more unified but still retains country-specific characteristics. Socioeconomic events occur for the majority of Millennials (50-90%) at the ages of 18-20 in a more gradual way in France and Finland, and more abruptly in Estonia and Russia. Cohabitation is the most common event from the demographic part of transition to adulthood. In comparison to cohabitations, first marriages and childbirth occur for less than 50% of respondents and at much older ages. Russians have the highest prevalence of these events and experience them at a younger age.