I know these constructions are normal in Europe, but they are not used in English.
For a product or movie, etc., you can simply say I like [item name]. You can sometimes say I like [item name] [item], but not in all instances.
I like Milka or I like Milka chocolate: The first is normal usage. The second, however, implies that you want to emphasize either the brand or the item, e.g.
I like Milka chocolate [as opposed to other Milka products]
I like Milka chocolate [as opposed to Nestle chocolate]
For general purposes though, I like Milka is the most common construction.
As for the movie, it's also acceptable (almost mandatory) to remove the initial "The" from the name if it doesn't make sense in the sentence, such as I like Batman vs. I like the movie Batman.
Again, the first is normal speech in situations where everyone knows you're talking about a movie. However, you might use the second construction if the people you're talking with aren't sure whether you're talking about the TV show Batman, the comic book Batman, the character Batman, etc.
You could also say I like the movie "The Batman" since you're quoting a proper name, but it would sound awkward.
For the hotel, it is most common to say I'm staying at the National. You could also say I'm staying at the National hotel, but it's a bit formal.
(Also, when you say I stay at a hotel, that means you do it generally, not at a specific time, e.g. Whenever I'm in Paris I stay at the National hotel vs. I'm staying at the National hotel in Paris next week.
If you were at a party and said I work in a car factory, it would mean that you work at a car factory as your job in general. But even though you work at a car factory, you're not making cars while you're at the party.)
As a rule, you can feel confident that simply using the proper name of a product, movie, etc. (without quotes!!), is correct. If your intent is not obvious from the context of the conversation, then you can be more specific (e.g. Milka chocolate instead of just Milka).