is it illegal to go into a different movie then what u paid for?

Yes, in that you won't be arrested, but can be tossed out. Some theaters especially enjoy doing this to underage kids.

Studios are paid by ticket sales, so what you've done is robbed one studio and given the money to another.

I actually think that half the reason so many chains have gone to "assigned" seating is to make it easy to spot those who jump theaters or try to see multiple movies on one ticket.

I don't know, (I've never tried.)

Assuming that every movie costs the same, they don't have assigned seating, and the movie isn't sold out, they'll probably never find out.

Yes as the studio won’t get your money. But you will likely get ejected if caught.

Not illegal but you might be ejected if caught. Especially a minor sneaking into an R or X rated flick, or a film that costs more than your ticket price.

illegal how ? you're free to do whatever you want but don't waste your money for nothing