Actually, you can say "I want a hot milk" - like how you can say "I want a coke" or "I want a chocolate", but you can also say "I want a glass of hot milk" to be more specific, rather than "I want a bottle of hot milk" or, "I want a litre of hot milk" (or "I want a bottle of coke", or "I want a box of chocolates...")
I hope this helps :-) Collections in English are very hard to master, so ganbatte :-)