It was not so much that Wade and cocompany were supposed to go to the theatre where Halliday watched the Shining (as the Shining was a movie Halliday rented), but that the Shining in the Oasis represented a location where they needed to go to look for an easter egg that Halliday had hidden...
In case anyone has still not seen the movie, I've added the answering text under a Spoilers blanket...
The second task, for the Jade Key, comes from a clue at the end of the race, alluding to a "creator that hates his creation" and "leap not taken". Parzival and Art3mis try various permutations of this building from what they perceive to be Halliday's biggest regret - his failed date with KarenKira Underwood, later Ogden's wife, and - after their real-world flirtations hit a pause - realize it's in the movie Halliday and KarenKira watched when she wanted to go dancing: The Shining, a film author Stephen King famously despised. The following sequence is, by the film's own admission, a distraction, with the real solution being asking a program of KarenKira to dance. Aside from the level of knowledge required to solve the clue - any gunter must have an intimate understanding of Halliday's life (Kira was only mentioned once in the archives) and Stanley Kubrick's filmography - this shows to the players how to learn from prior mistakes.
This whole answer along with more information about the other easter eggs can be found on the ScreenRant website ( https://screenrant.com/ready-player-one-movie-ending-easter-egg-explained/ScreenRant ) as, described by Alex Leadbetter.
There is also more detail about the whole Shining scene on the same website ( https://screenrant.com/ready-player-one-shining-scene-explained/same website ), by Padraig Cotter.