Our first date went great. we were at a bar untill it shut down and they kicked us out, and then on the way out I held her hand kinoing and gauging her interest. She seems very interested.
interested enough to send me a message two days after, and asking me out to a movie date. and I said yes since I arranged the first date. Now the first problem is that its a movie date. the second problem is that its a documentary and the third problem is that its depressive one about guantanamo bay.

Now what do I do with this? I've never been to movie dates and I have no idea how to do any of the technics in this situation. Any help?

personally I'd change movies but if you can't do that (it'll seem spontaneous which is good) then just meet her early beforehand and go somewhere else with her afterwards, just make sure the "depressing" movie is just a small part of the overall date. be confident and make good conversation and you can go on a date anywhere.