Movies are...
Well? What are they? How would you end that sentence?
I think of them as a therapy, entertainment, historical document, and an escape. As a therapy, movies are hit or miss. They either make me feel better about the world ("Mr. Smith Goes to Washington", "Saved!") or worse ("Requiem for a Dream"). I can go into a movie crying and exit laughing, or I could enter the theatre excited and happy and leave feeling gutted. A good film can make me feel any range of emotions; connected, happy, devastated. A bad movie can still make me laugh or cry, although the feeling doesn't last, and I feel like I'm being ripped off even as I shed a tear.
As entertainment, movies need no explanation. When I'm bored, I watch a movie. When I want to think of something to do with friends, I suggest a movie (that or wandering around outside, of course). Movies were created, first and foremost, as entertainment.
To call movies historical documents is taking a bit of a leap--but only a bit. Read any history book, and it's going to be biased (one of the aspects of human nature is to be biased, even if it's subtle. Bias is not necessarily a bad thing, but it is existent). Read many history books, and you're going to find a good deal of fiction. Movies are often fictionalized accounts of how people see the world, or how they imagine it. Either way, a movie (as well as a working knowledge of how well the movie did and how it was presented) can supply a fairly reliable idea of the society in which it thrived or failed.
Finally, movies can be an escape. As a child, I looked for the magic that I imagined to be manifested in something I could actually see. My teenaged years brought me running to the movie theatres with the hope of becoming wiser, brighter, and perhaps even a better person. They were a way to connect with the realities of other people. Now, movies are fun, dark places where I can relax and become involved in something that is decidedly not real. Throughout the years, whenever something went horribly wrong, I could go watch a movie, and for at least an hour following, the world would seem a more stable place. For some reason, going into a movie and seeing that it was the same every time made me happy. Repetition, while not necessarily stimulating, can be a comfort, and as the movies say: IN A WORLD WHERE THERE IS NO HOPE AND EVERYTHING IS FALLING APART! movies are a constant that some people really need.
I suppose that I should note again that movies are primarily a form of entertainment. One must not forget that even Samuel L. Jackson's character may not have all the answers, and Dianne Wiest is not actually your best friend's mother. However, that remembered, movies rule, and can be as important to someone's life as a good book, and healthier than a good drink. So good luck, and have fun at the movies.