Been on my own a couple of times, never felt nervous about it at all. Mind you, I've gone for lunch/breakfast/dinner on my own and as long as I have a book I'm perfectly happy. I've been to the pub on my own to watch the rugby too. I've never looked on it as a big deal and can't understand people (mainly women) who won't go in to a pub unless someone is already sitting in there to meet them.
Just enjoy your film, s'no biggie and people aren't likely to notice really, we spend far too much time worrying what other people think... mostly other people are like us and don't really care about much outside of our own little worlds :c)