"Sein" means literally "to be". "Haben" means "to have". When using the past tense, where there is motion you use "sein" with the appropriate pronoun and the corresponding conjugation. For example, I went to the cinema uses "sein" because there is motion - travelling to the cinema. Therefore you would say "Ich bin ins Kino gegangen". Where there is no motion, one should use haben. For example, I ate an apple is "ich habe ein Apfel gegessen"