I would first like debunk it and claim that "movies" as bad on a first date is a complete and absolute myth. In fact, I would even go on and say it's an awesome idea to the point that THIS is actually a normal phenomenon. I've done this a number of times before successfully and can actually vouch its validity.
The fact that you don't have to talk whilst still chilling together is a +. Don't forget that if she's dating you, means she's already interested in you. Stop getting life lessons from movies and you'll soon understand that first dates are far from "job interviews" where you have the onus of communicating, sales-pitching, and impressing your suitor.
TBH, shelling out the big guns like romantic dinners + romantic walks and shit like that should be saved for things like anniversaries, birthdays or APOLOGIES. lol. Not on first dates (although women will try to convince you otherwise because they'd like the goods right off the bat)