Sorting and alphabetize blogs

I am a wordpress newbie. I am currently setting up a blog for reviewing short films.

My blog is basically build by each post will be a review of a short film i.e. the blog title will be the title of the short film. And each review/post will be categorized by genre.

I would like to ad a feature to my blog’s sidebar which is an alphabet box (app. 6 x 7 letters) and the feature will work as a sorting device so that if you click on e.g. “L” all the reviews of films starting with “L” in ascending order will appear with title and perhaps a tagline AND of course a link to the review/blog.

I have found a website that has this feature, but not on a WordPress platform. Here is a link: https://www.pluggedinonline.com/video/sortpage.cfm

I have been looking high and low for a while but not found anything usuable.

It may very well be super easy to solve, but since I am not a coder I am kinda on thin ice. Any ideas where I can look?

Thanks!
Thomas