Here's why:
* "So" is an intensifier, not a synonym for "very" or "extremely" in this context. You would use "so" in a sentence like "It was *so* funny, I laughed out loud." In that case, "so" emphasizes the degree of "funny."
* "Such" is the correct word to use in this case. It functions as a determiner, meaning it points to a specific noun (in this case, "movie").
Therefore, the correct way to phrase it is:
"It was such a good movie."