What is an adjective to describe something that creates questions and thought
Solution 1:
Enigmatic, perhaps.
Enigmatic - ambiguous, obscure, perplexing (OED).
"Don't create enigmatic movie scenes if you're unable to answer (explain) them later."
Solution 2:
Although imperfect, 'cryptic' seems to work, provided you change the associated verb:
"Don't create cryptic movie scenes if you're unable to unravel them later."