Curley's wife wants to go to Hollywood and be in the movies because she dislikes her life on the ranch. As she says, if she were an actress, she "wouldn't be livin' like this." She confides in Lennie that she doesn't like Curley, saying he's not a nice guy.
Being in the pictures seems, to Curley's wife, to be everything her dull life on the ranch is not. She imagines wearing beautiful clothes and sitting in fine hotels, as well as being interviewed for radio.
Her interest in going into the movies was piqued when she met a man who took her to the Riverside Dance Palace. He said he was from Hollywood and that she was a natural actress. Although his words are all hot air, Curley's wife is too young and ignorant to know that. She doesn't realize how hard it is to break into Hollywood.
Basically, Curley's wife simply wants some sort of out that will allow her to escape from her current situation.