"I am going to the cinema on Friday."
Translation:Dw i'n mynd i'r sinema dydd Gwener.
No. The mutation dydd -> ddydd is because ddydd Gwener means 'on Friday' rather than just 'Friday'.
This is explained in the 'Hints and Tips' for this section.
For the sentence 'I am going to the cinema ON Friday' you need 'ddydd Gwener', the letter change there indicates the implied effect of the preposition 'ar' (on) even though it's not written.
However at this level of the course my preferred sentence would be 'I am going to the cinema Friday', in which case 'dydd Gwener' on its own is enough.