Make a paste with your cocoa powder first - that's the game changer that fixes the chalky texture problem. Mix the powder with a little bit of hot water or milk (just enough to make it smooth and wet) before you add the rest of the liquid. this dissolves the cocoa properly instead of having dry bits floating around. once you've got that paste going, slowly add your milk while stirring. you can heat everything together after that, but starting with the paste method keeps things creamy and balanced.
for the actual heating part, I'd warm your milk gently over medium heat or use a microwave if you're in a rush - don't let it boil hard or you'll lose that silky texture. stir in some sugar or honey while it's warming up, and if you want it really creamy, a splash of cream or even a tiny bit of butter actually works wonders. the fat content makes a huge difference in mouthfeel. whole milk beats skim by a mile for this reason.
pro move: add a pinch of salt and maybe a tiny dash of vanilla extract at the end. sounds weird but it deepens the chocolate flavor and makes it taste way less one-note. some people throw in a small pinch of cayenne or cinnamon too if they want something a bit fancier, but that's totally optional.