En el cine, prefiero sentarme al lado de mi amiga.

Because en is used for location, while a is used for movement toward a place.

• En el cine = at/in the cinema
• Al cine = to the cinema

So:

• En el cine, prefiero sentarme... = you are already talking about being there
• Voy al cine = I’m going to the cinema

Also, al is the contraction of a + el.

The comma separates the opening time/place phrase from the rest of the sentence. It is a natural way to set the scene:

• En el cine, prefiero sentarme al lado de mi amiga.

It is also possible to write it without the comma:

• En el cine prefiero sentarme al lado de mi amiga.

Both are correct. The comma just adds a small pause and slightly more emphasis to En el cine.

Because preferir is a stem-changing verb in the present tense.

The e in the stem changes to ie in most forms:

• yo prefiero
• tú prefieres
• él/ella prefiere
• nosotros preferimos
• vosotros preferís
• ellos/ellas prefieren

So prefiero means I prefer.

Because the verb needed here is sentarse, not sentar.

• sentar usually means to seat someone or can mean to suit someone
• sentarse means to sit down / to sit oneself

In this sentence, the speaker is talking about their own action, so Spanish uses the reflexive form:

• prefiero sentarme = I prefer to sit / sit down

A useful contrast:

• Voy a sentar al niño. = I’m going to seat the child.
• Voy a sentarme. = I’m going to sit down.

Because reflexive pronouns attach to the end of an infinitive.

The infinitive is sentar, and the reflexive pronoun for yo is me:

• sentar + me = sentarme

This is very common in Spanish:

• lavarme = to wash myself
• vestirme = to get dressed
• acostarme = to lie down / go to bed

So prefiero sentarme is the normal structure.

Al lado de means next to, beside, or by the side of.

Examples:

• al lado de mi amiga = next to my friend
• al lado del coche = next to the car

It is a fixed expression, so learners should remember it as a chunk:

• al lado de + person/thing

Because al lado de is a fixed expression and it always uses de afterward.

So you say:

• al lado de mi amiga
• al lado de la puerta
• al lado del cine

You cannot normally drop the de here.

Think of it as one full unit: al lado de = next to

Because mi without an accent means my.

• mi amiga = my friend

But mí with an accent is a pronoun meaning me, used after prepositions:

• para mí = for me
• de mí = of me / from me

So in this sentence, the correct form is mi amiga.

Yes. Amiga is feminine, so it refers to a female friend.

• amigo = male friend
• amiga = female friend

Since the sentence says mi amiga, the speaker is talking about a female friend.

Also notice that mi does not change form here:

• mi amigo
• mi amiga

In most of Spain, the c before i is pronounced like the th in think.

So cine sounds roughly like:

• THEE-neh

And the full sentence, in a Spain pronunciation, is roughly:

• En el THEE-neh, preh-FYE-roh sen-TAR-meh al LAH-doh deh mee ah-MEE-gah.

A few pronunciation notes:

• prefiero has the stress on fie
• sentarme has the stress on tar
• amiga has the stress on mi

Yes. Junto a is another correct way to say next to or beside.

So these are both fine:

• prefiero sentarme al lado de mi amiga
• prefiero sentarme junto a mi amiga

They are very similar in meaning.
A small nuance:

• al lado de is extremely common and very natural in everyday speech
• junto a can sound a little more formal or slightly more written, depending on context

Literally, sentarse often means to sit down, but in many everyday contexts it can also match English to sit.

So in this sentence:

• prefiero sentarme al lado de mi amiga

it can naturally be understood as:

• I prefer to sit next to my friend

Even though the Spanish verb is reflexive, in normal usage it often covers the idea of choosing a place to sit.