Is milk unhealthy for our bodies?

Milk. This is a complex question and depends how you would define "healthy". It certainly has calcium, proteins, carbohydrates, and minerals that are beneficial for growth, development, and sustainment. There are some who feel that the proteins in milk inhibit iron absorption and may have a role in carcinogenesis. Even the benefit of "milk and bones" is debatable still.
Milk healthy? Milk from a cow is a good source of high-quality protein, and is fairly healthy (assuming you are tolerant of lactose) as long as you choose skim or 1% milk, both of which cut back the fat content and total calories significantly.