But they were right and you were wrong. Your mistake is in thinking that years are cardinal numbers when they're actually ordinal.
The current year counting was based on the same way years were counted in the past, so you had things like "the 10th year of Caesar's reign". So the year 1 A D. was the first year of Christ's reign.
The year 2000 was the 2000th year of Christ's reign so that's what is celebrated.
Alternatively, you don't really care about that and it's called Common Era now anyway, but in that case it's entirely arbitrary. So either way, calling 2001 the New Millennium is wrong!
The current year counting was based on the same way years were counted in the past, so you had things like "the 10th year of Caesar's reign". So the year 1 A D. was the first year of Christ's reign.
The year 2000 was the 2000th year of Christ's reign so that's what is celebrated.
Alternatively, you don't really care about that and it's called Common Era now anyway, but in that case it's entirely arbitrary. So either way, calling 2001 the New Millennium is wrong!