Meaning: We really enjoy watching movies at the theater.
Choice of Words: Love means to have a strong affection for someone or something. Going means moving from one place to another. Movies are films that are shown on a screen.
Alternative Expressions
We really like to go to the cinema.
Meaning: This sentence also means that we enjoy going to the cinema, but it is a little less enthusiastic than the first sentence.
Choice of Words: The word "really" emphasizes the intensity of our feelings. "Like" is a less intense word than "love", but it still expresses a positive feeling. "To go to the cinema" is another way of saying "to go to the movies".
We enjoy visiting the movie theater.
Meaning: This sentence is the most formal of the three, but it still means that we enjoy going to the cinema.
Choice of Words: The word "enjoy" is similar to "like", but it suggests that we get pleasure or satisfaction from something. "Visiting" is a more formal word than "going", and "movie theater" is another way of saying "cinema".