with a whisk in hand add your flour, whisking continuously, until blended together, will have a paste like consistency, this is called a roux.
Once Roux is ready, still over the heat, begin to pour your room temperature milk into the roux as you continue to whisk. Keep Whisking until the lumps are gone and the texture is smooth and silky. Allow to come to a low boil. Whisking often.
Low heat to simmer, add the fresh grated nutmeg and allow it to for simmer for about ten minutes to be sure all ingredients have incorporated, stirring often.
Remove from heat, cool down to room temperature, or begin to use it in your recipe of choice.