It might be uncomfortable for some people with sensitive stomachs.
Orange juice is acidic, and is best digested quickly. Milk contains a lot of protein, which is hard to digest and takes longer.
If drinking the two at the same time is uncomfortable, drink the orange juice first. Then wait. How long? It depends. 5 minutes is enough for most people. But people with very sensitive stomachs may want to wait 20 minutes.
This is a good rule for any fruit, especially acidic ones - eat them first, wait 20 minutes before protein like a glass of milk or a meal.
But, for other people, it doesn't matter at all.