Ok, so "at", is used to say you are in a certain place. "I am at the movie theater", meaning you are physically located near or around it. "In" is generally used to say you were a part of or located inside something more general. If I were to say, "I am in the movie theater", I would be saying I am inside the location I am on the premises of it. You can also use "in" as saying you were part of something, such as, "I was in a play", meaning you participated or took place performing the play.