The first movie I remember thinking deeply about is Christopher Nolan's Inception.
I watched it, maybe, when I was about 12 or 13 with my dad. I had seen it before with him, as it was a favorite of his to play and rewatch, but before that viewing I had never thought deeper about it. I got to the end, where Cillian Murphy's character is having a quite honestly devastating reflection of his relationship with his father, and then I realized that this movie was actively trying to tell me something. Something I was too young to actually analyze, but nonetheless it made my ears perk up like a dog being teased with a bone. To this day, Inception is one of those movies I hold so dear in my heart. I have frankly terrifying dreams sometimes, and the concept of being able to control those dreams and hack your way through them was unbelievable to a younger me. It still is. In a way, I wish I had that level of control.