My cheeks seem to have a film over them what could this be?

Keratin. If the film is white and does not go away and is on both sides perhaps you bite into your cheeks when you normally bite or chew. This causes keratin formation there from this trauma. There are other reasons too but some history & exam is needed. Did it just appear all of a sudden or you always noticed it? On one side or both side of cheeks. Point it out to your dentist so it can be monitored.