They are all correct. There are several different forms you can use to talk about the future. You would need more context, or a fuller conversation, to know which one would be appropriate for a particular situation. The word 'cinema' is correct in British English.

All three are correct. The first is in the future ( I will go) #2. is also in the future I will be going. and #3. is present tense. I am going to the (we use the word movie(s) in the United States. Cinema is correct, but a really old way of saying the movies. You would get strange looks if you said cinema today in the US. You would be right, but you would get strange looks especially from younger people.

1. correct - it is the future tense 2. correct - it is the future continuous 3. correct - it is the present continuous that can be used to talk about future events

They are all correct and there is nothing wrong with using the word 'cinema'.