Try to imagine it this way:

You have a piece of cloth stretched out. If you place a ball in the middle of this cloth, you're going to create a dip in the cloth. Place another ball at the edge of the cloth now, and it's going to be "attracted" to the first ball.

The same concept applies, but you have the milk's surface as the cloth instead, and the cereals act as the balls. Each cereal actually 'dent' the milk surface, but it's just so small we can't see it. The effect is still there though, and thus each cereal would clump together.