The difference between 'the' and 'a' depends whether you have defined, or are defining a single one. If it is one specific one, then use 'the'. Unfortunately - your sentences are a little unnatural - using the present perfect like that. 'have watched' suggests a long time, so you could have watched many movies during that time, and so therefore 'a' is appropriate. But then it is silly to say 'a movie was interesting' - as that is obvious. How is is possible that you have never seen an interesting movie? If you said 'The movie I have just watched was interesting'. or 'The movie I watched was interesting' - either of those would be fine. 'just watched' means the one you have just finished watching. One movie - so 'the'. Or 'I watched' also works, if it is clear from the context which time you are talking about. e.g. 'I went to the movies last week. The movie I watched was interesting'. Again - one specific time, so one specific movie, so 'the'.