Why does your mind wander while you watch movies and TV or play video games

Perhaps you have ADD (Attention Deficit Disorder). People with ADD have trouble concentrating and staying focused. Their minds constantly wander.

Most people's minds wander a little bit while watching movies. If they didn't, then at the end of the movie, no one would ever be confused about what happened. But people constantly get confused about what happened, or they miss certain parts.

How is it possible for someone to sit in a theatre, in front of a giant screen, with no distractions and nothing else to do...and still come out of the theatre not understanding what happened, or having missed entire scenes?

Simple. Their minds wander, they start thinking about other stuff, and they end up missing parts of the dialogue or action.

If you happen to smoke marijuana, this problem will be amplified. It is extremely difficult to concentrate and focus when you're stoned.

If this is really a serious problem for you, instead of something that just happens occasionally, then I would definitely see a doctor (usually a neurologist, psychiatrist, or both) about it.