Well was it specified beforehand whether it was a date or not? I mean if it wasn't a date and it was just 2 friends going to the movies okay she might not be cool with you putting your arm around her but if it's a date and both of you know this she will expect you to make some kind of move. Are you confident in your appearance? Thats pretty crucial. You have to be confident. One of my big problems. If you think she finds you attractive and she agreed to go on a date with you then she expects you to make a move eventually even if it's something small like putting your arm around her or holding her hand.
I'd go with holding her hand first and then move up to the arm around her thing. Just casually drop your hand by hers so that they touch and if she grabs it and holds it then you're in. I'd wear a long sleeve shirt with a shirt underneath just in case she gets cold you can offer it to her.
I'm not much for advice though. I've only been on one date my whole life but that pretty much how it went down...I put my hand by hers, she grabbed it and held onto it, I put my arm around her shoulder and let her rest her head on mine, I was wearing a short sleeve shirt though but she did get cold and I just took it off and handed it to her and she wrapped her arms in it. After the movie was over she stopped me right at the door gave me a big hug and then she kissed me. I was confident the whole time that she was into me though..she made it very clear to me.
Maybe that can work for you

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Asta!!