- Self-taught harpist, Harpo Marx, valued her deeply as a mentor who took the time to teach him the proper techniques with the instrument and would consult her regularly when he was having difficulty with a particular piece.
- Dilling's mother, Rachel Freel, grew up on a farm and once heard travelling musicians play the harp and violin. Freel was so taken with the music that she was determined that her future children would learn to play the violin and harp.
- Dilling once told a harpist with an infected finger and an upcoming harp concerto to perform: "Read the one hundred and twenty-first Psalm, and go on".
- Dilling was one of the founders of the American Harp Society in 1962.
- Dilling was the first solo harpist to broadcast in Ireland.
- At age 13, Dilling started playing for social events, her first ever fee for a performance being a dozen carnations and a jar of pickles.
- Mildred's sister Charlene Dilling studied and played the violin. The two sisters would have duets together throughout their lifetime.
- Mildred started out studying the piano at age six since there was no harp instruction in her birth-town of Marion, Indiana. Later on her family moved to Indianapolis; upon receiving a harp for her 12th birthday, she was so excited that she "had to lie down for several minutes".
- Dilling was a follower of Christian Science, and as such did not drink or serve alcohol. Sometimes when staying with friends she would hide their alcohol because she felt that drinking was wrong.
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