millivolt data logger

The standard Arduino ADC has 1024 steps. If the reference voltage is 5V, the resolution is about 5 mV per step, which is unlikely to be very useful with strain gauges.

You can use a lower reference voltage, like the 1.1 V reference for about 1 mV/step, but then the input voltage range is limited to 0 - 1.1V.

If the gauges are in Wheatstone bridge configuration, the center taps are at an offset of 1/2 the bridge supply voltage, which must be considered.