Does downloading big files reduce my SSD lifetime significantly? I love downloading movies from the internet, and download files with sizes usually around 600 MB - 1 GB. 

I have a MacBook Pro with a Retina display, which comes with an SSD. Will downloading and saving it to directly to my SSD reduce my Mac's SSD lifetime significantly? Should I buy an another external HDD for this hobby?
No, not at all. People underestimate the lifetime of SSDs. They can write a lot (usually around 700+ TB before clunking out).

This is a good place to find out more about how long SSDs actually last..

In fact, if you'd like to see more stats on your SSD, this tells you how to install smartmontools to get an idea of your drive's status.

As for your second question, I would say that's entirely up to you. If you'd like to avoid having large files cluttering your limited SSD space then go ahead with the HDD purchase.