Well, I have no experience in movie making myself, but I think it would be best to write a story about something that matters to you and then see if a meaning or message comes out of that. If you do it the other way around, it might feel a tad preachy and forced.
Have you written any short stories or created any characters that would make a good movie? Nothing like dipping in the well for inspiration.
"An intellectual says a simple thing in a hard way. An artist says a hard thing in a simple way."
"And by the way, dearie, your punctuation sucks canal water!"
-The ghost of Vivian Vance