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In 2012, five high school students involved in the Pulsar Search Collaboratory discovered the millisecond pulsar PSR J1400$-$1431 and initial timing parameters were published in Rosen et al. (2013) a year later. Since then, we have obtained a phase-connected timing solution spanning five years, resolving a significant position discrepancy and measuring $\dot{P}$, proper motion, parallax, and a monotonic slope in dispersion measure over time. Due to PSR J1400$-$1431's proximity and significant proper motion, we use the Shklovskii effect and other priors to determine a 95% confidence interval for PSR J1400$-$1431's distance, $d=270^{+130}_{-80}$ pc. With an improved timing position, we present the first detection of the pulsar's low-mass white dwarf (WD) companion using the Goodman Spectrograph on the 4.1-m SOAR telescope. Deeper imaging suggests that it is a cool DA-type WD with $T_{\rm eff}=3000\pm100$ K and $R/R_\odot=(2.19\pm0.03)\times10^{-2}\,(d/270\,{\rm pc})$. We show a convincing association between PSR J1400$-$1431 and a $\gamma$-ray point source, 3FGL J1400.5$-$1437, but only weak (3.3-$\sigma$) evidence of pulsations after folding $\gamma$-ray photons using our radio timing model. We detect an X-ray counterpart with XMM-Newton but the measured X-ray luminosity ($1\times10^{29}$ ergs s$^{-1}$) makes PSR J1400$-$1431 the least X-ray luminous rotation-powered millisecond pulsar (MSP) detected to date. Together, our findings present a consistent picture of a nearby ($d\approx230$ pc) MSP in a 9.5-day orbit around a cool, $\sim$0.3 M$_\odot$ WD companion, with orbital inclination, $i\gtrsim60^\circ$., Comment: 13 pages, 12 figures, 4 tables