It isn't clear exactly where your doubts lie but I will try to answer considering the sentences overall.
Case 1 - You went to a very boring movie yesterday. Now you regret it.
You regret going to that particular movie and not going to the movie in general. Therefore, the right sentence would be - I wish I hadn't gone to the movie yesterday. It was extremely boring. Or, to be more precise - I wish I hadn't gone to that movie yesterday.
I wish I hadn't gone to a movie yesterday does not quite convey the meaning that you intended to.
Case 2 - Your hair is straight and you would like it curly.
Your answer sounds right - If only I had curly hair.
Case 3 - You would like to get a pay rise although you know it's not possible at the moment
- I wish to get a pay rise
- I wish I could get a pay rise
The second option, as you rightly chose, also considers the "you know it's not possible at the moment" part. So, this looks good too.
However, it might be worth exploring whether to use "pay rise" or "pay raise" even though the meanings are very similar.
Hope this helps.
NS