Dear Ms. Gonzalez,
Thank you for posting your request on History Hub!
We searched the internet and located a listing of Denison theaters on a Grayson County TX webpage. This is what it includes for Nickel Palace: 421 West Main Street. “Nickel Palace” was a later name for the Nickelodeon. The theater was called Nickel Palace from 1908 to 1909. that lists the identifying the “Nickel Palace” as a nickname for the Nickelodeon theater located on 421 West Main Street.
We also located The Portal to Texas History that includes records from the University of North Texas (UNT) Libraries. We searched the portal for the name “McMillan” that produced 137 results. Please view them for the pianist you seek.
In addition, we searched the portal for “Nickel Palace” that produced three references to the theater in The Denison Daily Herald (Denison, TX) in Vol. 19, No. 215, Ed. 1 Saturday, March 21, 1908 Page: 8 of 12; Vol. 19, No. 217, Ed. 1 Tuesday, March 24, 1908 Page: 8 of 8; and Vol. 19, No. 287, Ed. 1 Tuesday, June 16, 1908 Page: 8 of 8.
We hope this is helpful. Best of luck with your research!