Well I don't want to spoil it if anyone plans on watching it; so stop reading if you plan on watching.
Sorry for my english first of all.
When the guy was born he could see both past and future, so when they interviewed him when old he started telling the journalist about his "multiple lifes" but in reality they weren't multiple, he was just telling him all the possible lifes he could have had depending on the choices he could have made differently starting when he was chasing his mom on the train.
So since he could see the future he saw all the possible lifes he could have had if he chased his mom, and then all the lifes he could have had when he stopped and went with his dad. "in reality" he couldn't chose because he knew what would happen in any possible life and he didn't like it.
Same as the chess move he mentioned the only possible move was... not to move. So he chose neither and went on another route to the woods to blow a leaf that guided Anna to get together with him again on the bench at the lighthouse, That's the life he chose but differently to how he saw it in the first place.
Which is why when he died he whispered her name.
When the kid was in the theater it just meant he was presented with all the lifes so he could chose.
Or at least that's what I understood.
Also when there's no time everything can happen at once, which is why he could see the future in the first place and live all the possible lifes.