Struggling to Balance Faith and Fun

As-salamu alaykum, I've been trying my best to stay on the right path, Alhamdulillah, and consistently perform my prayers and good deeds. However, I'm finding it challenging to enjoy activities outside of my religious duties. I'm not questioning the teachings of Islam, but it's hard for me to find halal entertainment options. For instance, I've been told that watching movies is haram, but I've never seen any clear evidence to support this. Sometimes, even fellow Muslims make it difficult for me to feel comfortable expressing my opinions, labeling me as a 'liberal Muslim' or 'disbeliever' if I don't conform to their views. I want to assure you that my intention is not to speak negatively about our beautiful religion. Living in the West can be tough, and it feels like everything I want to do is considered haram. I recently came across a sheikh's opinion that going to the gym is haram due to free mixing, but it's nearly impossible to find a men-only gym here. I'm struggling to find a balance between my faith and everyday life. Any advice or guidance from the community would be greatly appreciated, insha'Allah.