whole/a/the

The comma after 'Sunday' is not necessary.

Whole is not absolutely necessary, but it's fine if you want to stress that all the family went.

You can also say 'my family and I went', or 'I went with my family', if you want to make it absolutely clear that you were present.

"The cinema' is correct idiomatic English for the general activity of cinema-going. It would be 'a' cinema if there were an adjective or adjectival phrase describing the specific establishment, e.g. 'a multiplex cinema' or 'a cinema in my home town'.

Thanks.