“the titles of the films, concerts, shows, exhibits, lectures and other entertainments you enjoyed most in the past year.”
Does other entertainments include music albums? Also, can I list events from my school (arts festival, talent show, etc.)?
Thanks. 
Just list what you feel is appropriate. “Other entertainments” can include anything, including music, but don’t go off listing your entire spotify playlist. Events from your school should be fine, especially if you had some sort of role in them.
Keep it pretty simple though since it says enjoyed the most. They don’t want a huge laundry list just a few from each category that you did. They are trying to figure out who you are so giving them information they can understand is more helpful than trying to expand on your resume with school events unless they are easily explained and make sense–like school jazz festival for someone who otherwise is all into punk rock might be confusing unless jazz is something important to you and something you talk about in your app.