Thanks for your replies!
So "that" or no pronoun would be the best usage, but we can't tell that "Shrek is the first movie which~~" is grammatically wrong. Did I understand right?
***** A NON-TEACHER's COMMENT *****
(1) Sometimes it is very difficult to say whether something is
"grammatically" wrong.
(2) In "She
don't speak English," almost everyone agrees that
"don't" is wrong -- at least in standard English.
(3) I apologize for not being clear in my first post: I do not know
whether "It was the first movie which I saw" is "grammatically" wrong.
(a) I shall make a guess and say: NO. I guess that if you said it, nobody
would be too upset. In fact, probably some native speakers would use it.
(b) I shall say, however, that you would be much safer to use
"that" or zero relative pronoun.
(4) Since you are a learner, you should probably stick with the
"rule":
"That" for restrictive/defining clauses.
"Which" for non-restrictive clauses.
Zero relative pronoun instead of "that." (Remember: you can
not
delete the relative pronoun if it is the SUBJECT:
It was the first movie that/which(?) made an impression on me.)
Respectfully yours,
James