This isn’t that well explained in the movie. It’s mentioned that every message was supposed to start with a few random letters, but the movie doesn’t explain why. The movie also makes it seem like every Enigma message was encrypted with a key that the Germans changed every day. That’s not entirely right, if they would have done it that way, it would mean that each day there were quite a lot of messages that were encrypted with the exact same key. For a code breaker, the more text you have that is encrypted with the same key, the easier it becomes to find patterns that reveal something about the key.
The Germans actually used a system that came down to using two keys. There was one key that all the Enigma operators knew and which was changed every day, hence the day key. But the day key wasn’t directly used to encrypt a message. The day key was only used to encrypt a second key, the message key. The operator was supposed to simply make up a random message key for every message. The day key was then used to encrypt the message key, and the message key was used to encrypt the message. The complete encrypted message would consist of two parts: the encrypted message key, and the encrypted content part of the message. (Hence the movie’s mention that every encrypted message would start with a few random letters.) Decrypting the message would mean using the day key to decrypt the message key, and then using the message key to decrypt the content part. This way, there would be a lot less text encrypted with the same key, and the randomness of the message keys would make it harder to find patterns. At least in theory.
In practice, the Enigma operators would sometimes fail to use random message keys, instead using the same message key multiple times. Thus on a given day, there might be multiple pieces of encrypted text that would start with the same letters, being multiple uses of the same message key encrypted with the day key. As for the term “cilly”, I’ll quote Simon Singh, who is also the source for most of the above explanation: (I tried to summarize the above without getting into an explanation of an Enigma machine’s operations, more detail is given in Singh’s book)
Once they had mastered the Polish techniques, the Bletchley cryptanalysts began to invent their own shortcuts for finding the Enigma keys. For example, they cottoned on to the fact that the German Enigma operators would occasionally choose obvious message keys. For each message, the operator was supposed to select a different message key, three letters chosen at random. However, in the heat of battle, rather than straining their imaginations to pick a random key, the overworked operators would sometimes pick three consecutive letters from the Enigma keyboard, such as QWE or BNM. These predictable message keys became known as cillies. Another type of cilly was the repeated use of the same message key, perhaps the initials of the operator’s girlfriend — indeed, one such set of initials, C.I.L., may have been the origin of the term. Before cracking Enigma the hard way, it became routine for the cryptanalysts to try out the cillies, and their hunches would sometimes pay off.
Cillies were not weaknesses of the Enigma machine, rather they were weaknesses in the way the machine was being used.
Source: The Code Book: The Science of Secrecy from Ancient Egypt to Quantum Cryptography — Simon Singh