What is the world's first movie? I am curious.
Well, in terms of the first motion picture ever - i.e. use of the technology to make a moving picture - the credit may go to one of two people. Eadweard Muybridge is credited with inventing the methodology of stringing several photos together to create a moving picture (and creating the technology to take rapid sequential photographs to make this method feasible). He is famous for his horse video, which actually helped prove that horses take all four feet off the ground when they gallop:
However, Louis Le Prince is credited with the technical title of first proper motion picture footage, beating Muybridge by about a year. (This may - at least partially - be due to some... setbacks for Muybridge, including the fact that he had to stand trial for the murder of his wife's lover.) You can see Le Prince's footage of ocean waves on a French beach on youtube:
The first narrative film came out in 1902 - Trip to the Moon by magician Georges Mélièrs, who saw film as a good medium for doing magic tricks. You can see it here in its completely silent format, though most showings would have had a live narrator (and I'd always watched a DVD version that had narration added in):
A year later, Edwin S. Porter created The Great Train Robbery. Films like these are short films by today's standards, but they set precedents for a lot of the techniques that you'll see in more modern films.
The first feature-length film was an Australian piece called The Story of Kelly Gang, which came out in 1906, though it got largely overshadowed by the epically long (and epically racist) Birth of a Nation, which came out nine years later and is often mistakenly credited as the first feature film.
The first feature film to have synchronized sound that included dialogue came out in 1927 - The Jazz Singer - though before that, the 1926 film, Don Juan, had a synchronized/prerecorded soundtrack. At least, these are the films that get the credit - people had been playing with the technology for decades before either film came out, and a few shorter pieces that used sound had come out much earlier. The two-minute film Cyrano de Bergerac (1900) is considered by many to be the first film to use both synchronized sound and color, though the footage was shot in black and white, and the color was later painted on certain parts of the film strips:
Many early films used this, admittedly often inexact, technique of painting the film strips, which could be considered color film. However, the first film footage to have natural color is from 1899. You can read about it and watch some of the footage in Steve Dent's 2012 article for engadget.com:
The celluloid, shot by inventor Edward Raymond Turner in 1899, was actually in black and white and it was only through a curator's research that its colorful significance was also unearthed.
When the footage was first shot, each frame was run consecutively through red, green or blue gels, and the process needed to be reversed during projection to reveal the color. Fortunately, a blueprint by the inventor of how to do just that was also found, allowing the institution's team to replicate the process digitally to produce the final footage.
The first feature film to be shot in color was an English film from 1914 called The World, the Flesh and the Devil:
Very little is known about this English film, made for £10,000. It uses the Kinemacolor process whereby two color filters are used in taking the negatives and only two in projecting the positives. The camera resembles the ordinary cinematographic camera except that it runs at twice the speed, taking thirty-two images per second instead of sixteen, and it is fitted with a rotating color filter in addition to the ordinary shutter. This filter is an aluminum skeleton wheel. The plot is to do baby swaps and mistaken identities, “with a few gratuitous thrills and spills thrown in for good measure.” It should be noted that this was preceded by a 2+ hour long feature color documentary called “With our King and Queen through India” – that is not included here because it is a documentary.
But what about the first feature film to have both sound and color? That gets just as messy as the other questions. The first film (generally speaking) that used both natural color and sound is probably the lost film of excerpts from La chauve souris in 1925. The first feature-length technicolor film with a soundtrack? Probably The Viking (1928). But the first completely technicolor, feature-length talkie (i.e. with actual synched dialogue)? Probably On With the Show! from 1929. As filmsite.org says:
The first all-color sound musical production (in two-strip Technicolor) was Warners' and director Alan Crosland's backstage musical On With the Show! (1929), famous for Ethel Waters singing "Am I Blue?"
Keep in mind, this was not a recorded image, but a live projection. However, it was very much like a modern cinema in that the audience was in a dark room, a ray of light projected an image from behind the audience to a screen in front of them. However, the image was upside down. The historical record is silent regarding the sale of expensive snacks.