[schapplm]

Can I get the file names / movie names only?

You export the csv file with a delimiter for new columns. This has to match your settings for importing in Excel. There you can select e.g. "," as separator and set all cell contents in quotation marks. If you look at the file in a text editor this should become obvious. Import and export settings have to match of course. Since this is more of an Office question and this is a Kodi forum I suggest you google something like "excel csv import settings". If you have the right table in Excel, then you can delete the columns with the numbers and just keep the column with movie names.

And there are only shown the movies obviously I have watched since I have installed WatchedList. Can I show / export all of the watched movies?

There should be all the movies that are in the WatchedList database. If you watched movies before installing the WatchedList addon and removed them from the Kodi video library afterwards, the WatchedList addon has no possibility to become aware of this and this information is lost.