Social media is a fluid space of cultural performance, a sphere to negotiate the identity and social engagement of Bangladeshi millennials, and Facebook is one of the most used social platforms among the millennials in Bangladesh. Facebook is not just a site of communication, but a site of active meaning-making. This is a qualitative case study that uses Stuart Hall’s theory of media message reception to examine the response of five participants from different socio-cultural backgrounds and levels of education to the Facebook message. Three different Facebook (cross-cultural romantic post, local product promotion and cultural celebration video) were presented, followed by semi-structured interviews to get insights into cognition, emotion and behaviour. Study results show engagement isn’t as simple as liking or sharing. Users read, interpret or challenge content in the context of personal experience, cultural values, and social situations. The most frequent negotiated readings were those that showed selective interpretation influenced by educational and professional, and social factors. There was a strong element of disagreement and critique and the interpretative agency was very obvious. This research brings the reception theory to the algorithmically mediated digital environment in Bangladesh and provides evidence that millennials are not just consumers of information but are also part of the creation of meaning. The results of this research offer insights for content creators, educators, policymakers, and media scholars interested in the complex interpretative activities involved in engaging with Facebook.