It doesn't really matter; but obviously if you do it during the movie, he's gonna notice it and its gonna be sorta a hint for him to move in ;). So I would do it during the movie about half way through lol, that'll do the trick.
really it shouldn`t matter, as long as you guys are comfortable with each other.
Me and my boyfriend just had our first movie date the other day and I didn't even have to worry about that. Haha, it was quite funny actually. He was eating a pretzel before the movie started and when he finished he just pulled the armrest up but I think he was afraid to make a real move so I nudged him a few time and he was like, "Alright come here." and just put his arm around me. :)