(wanting to watch a movie)
I think escapist (adjective) is as close as you're gonna get:
Oxford dictionaries
ADJECTIVE
Providing or seeking distraction and relief from unpleasant realities, especially in the form of entertainment or fantasy:
I was ready for a good escapist read
the escapist desires of the moviegoing public
as for your other requests:
(wanting to learn new information)
inquisitive
dictionary.com
- given to inquiry, research, or asking questions; eager for knowledge; intellectually curious
curious
Oxford dictionaries
Eager to know or learn something
(wanting to stay inside)
indoorsy
Wiktionary
Favouring, or pertaining to, indoor life.
homey
Wiktionary
Befitting a home; cozy, intimate.
(wanting to go outside)
outdoorsy
Merriam-Webster
: enjoying outdoor activities
(wanting to see new places)
explorative
thefreedictionary.com
serving in or intended for exploration or discovery
(desire for alcohol)
boozy
Oxford learner's dictionaries
liking to drink a lot of alcohol; involving a lot of alcoholic drink
dipsomanic (strong desire for alcohol)
Oxford learner's dictionaries
[having] a strong desire for alcoholic drink that they cannot control
(wanting to be thrilled)
thrill-seeking
Oxford dictionaries
adjective: Keen to take part in exciting activities that involve physical risk