When you embed a Youtube or Dailymotion video on your blog or website, then the video has to load a bunch of extra resources like CSS, JavaScript or images to rendering the videos. And, the bad thing about it that it always load these resources even if a visitors does not hit the play button. These resources increase not only the weight of your template but also the visitor's browser will also need to make multiple HTTP requests to render the videos.
Have you ever noticed that Google plus shows the embedded videos on their page with a different thumbnail style. Google+ only display a thumbnail image with a custom play button instead of displaying a embedded video player to make it look like a player. And, when a user clicks over the thumbnail, then the preview thumbnail is replaced by the standard video player. That means the browser loads all the resources that are required to play the video only once when necessary. And, this reduces the loading speed of your website.
Have you ever noticed that Google plus shows the embedded videos on their page with a different thumbnail style. Google+ only display a thumbnail image with a custom play button instead of displaying a embedded video player to make it look like a player. And, when a user clicks over the thumbnail, then the preview thumbnail is replaced by the standard video player. That means the browser loads all the resources that are required to play the video only once when necessary. And, this reduces the loading speed of your website.