Thanks for getting that screenshot posted. That's clearly a popup ad--it isn't legitimate. DO NOT CLICK IT. Do you only see it in that video app? Many apps are ad-supported, so while you're using them, various ads will show up along the margins. If you only see it while using that video app, then just ignore it (or pay to upgrade to the full video app, if available--this usually eliminates ads).
If you see it at other times (like on a homescreen), then there may be some other app that is showing ads on your screen.