Did your character attend? Are they a Rocky Horror 'virgin'? Did they come in costume? What did they dress up as? How did they behave during the movie?
The Doctor isn't going to admit that this is his first time watching the show, so unless somebody points him out, he's not getting a big V written on his forehead. He'd be hyper aware of everything going around him, very interested and getting in the mood of the fun. When the movie started, at first he'd try to watch seriously and be annoyed at all the people yelling at the screen, but he'd quickly get what was going on. By the end, he was far more interested in what the crowd was doing than watching the movie, and would've tried to participate as much as possible. The sexy scenes would've made him go BZWAH? and kinda embarrass him, and at the end, when he realizes that Frank, Riff Raff and Magenta were not from Earth, it would be difficult to decide whether he was amused or offended.