You gotta understand.. Making a video player in Flash is more like an intermediate skill not an overnight thing. Flash's coding language is ActionScript which is more like C++/C# instead of JavaScript (sometimes I only look at C-based examples for some of my multimedia coding and translate to Flash/AS3, that's how closely related grammar-wise they are).
Not to discourage you but saying this is what you're in for.. Basically in HTML they know you're mostly marking up how the page displays right? So a lot is taken care of for you behind the scenes by the browser coders, in Flash, for some things, you WILL be that coder.
You should read this before you begin..
- How to make an AS3 Flash video player?
To Get Started:
Download a trial (30 days) version of Flash :
Get comfortable with the interface etc, Learn how to put code in a document class..
These two are the simplest tutorials I can recommend for a first timer..
later on..