The first thing you need to understand and accept as a language learner is that watching a film to learn English is not the same thing as watching a film for entertainment (at least not at the beginning).
The difference is quite simple: learning requires effort and “extra brainwork”. You can’t just sit back and expect to understand and remember all of what you hear right away after watching a couple of movies in English.
As a learner, you’ll need to look at it as an activity that you do (at least when you are starting off) less for entertainment and more like a language lesson.
This applies to most learners who only have a couple of hours a week to watch movies, which is true for the great majority of learners.
Once you’re clear on the previous mindset point, you’re ready to pick a movie. Start with a film that you have already seen in your first language before. This way you will be familiar with the story line and you can focus on the language part rather than being “distracted” by having to figure out the story first.
Key: You are learning with the help of the film. Find the useful parts in the movie for this purpose. These are typically the dialogue parts, where conversational English is used, but it can also be a monologue (for example a person remembering something and thinking aloud).