Hi there stevenb1975,
Thanks for using the Apple Support Communities. I understand your new iPad Air had some issues while playing a movie. I’ll be happy to help with this.
To verify, were you streaming the movie or was it downloaded? If it was streaming, try using a different network to stream it from, or download the movie to your device and see if that helps.
If it was already downloaded, make sure you’re on the latest iOS version by going to Settings > General > Software Update. If you see an update available, back up your iPad, then download and install the update with these steps:
Update your iPhone, iPad, or iPod touch
Lastly, restart your iPad and see if this has any impact on the issue. Sometimes a simple restart is all it needs to resolve issues like the one you’re reporting.
Best wishes.