The best way to watch Plex on Gear VR is through the Samsung VR app. Open it up and go to settings and enable Media Servers. Boom. Go back and go to Media Server and there is all your content. Then select a movie in a list and click the button to put in VR then if you want click back and you have that playlist of that folder in the app on the vr. It keeps the playlist and you can change the movies without taking it off again. You are Welcome! Enjoy fellow Plexaholics!!

I just made a video on Youtube to show how this is done. https://www.youtube.com/attribution_link?a=B9Ayc_5OLIw&u=/watch?v=jfuKC5Laeb4&feature=share

EDIT: PIGASUS Paid version is incredible. I had issues with Lite but the paid version is great and make this whole process easy. This app also allows you to lay down and watch movies and videos or even have the screen follow your head movement.