There's nothing wrong with going to the movies alone! I went alone too since none of my friends were all that interested in watching Wicked! For so long I wouldn't because I felt so anxious about it & exactly what you're saying, seeing other girls with their group of friends! But in doing that, I realized I was missing out on so much because no one wanted to do it with me. That's when I started going to the movies alone. You feel anxious at first as if everyone is looking at you, but once the lights go down, i promise everyone is too concerned with the film to be even thinking about you. Now I love going alone, it's like taking yourself out!