Hi orangepippen
Welcome to the Apple (user-to-user) Community.
Congratulations on the new iPad.
You may want to try searching for the downloaded movies:
Use iPad to search – Apple Support
or
For rented movies :
Tap Library. Then look under Rentals.
If you can't find Rentals, either your rental expired,
or
wasn't rented with the Apple ID that you used to sign in.
Rent movies from the Apple TV app
or
For purchased Movies:
Seems you may need to REdownload the movies, if "search" hasn't found them.
Apple Support have an article online than can guide you:
Redownload TV shows and movies that you purchased - Apple Support
Trouble-shooting: If there's an issue when you redownload apps, movies, or other content from Apple - Apple Support
More "How to" info., if needed:
Get shows, movies, and more in the Apple TV app on iPad – Apple Support
Eg: says: "In the Up Next row, you can find titles you recently added, rented, or purchased, catch the next episode in a series you’ve been watching, or resume what you’re watching from the moment you left off."
or
Get music, movies, and TV shows in the iTunes Store on iPad – Apple Support
All the best :-)