WP Dashboard video modal on load

I found an old thread, How to stop showing admin notice after close button has been clicked, related to your question.

I think the accepted answer’s b) method could be applied to your situation.

b. Keep a history of the dismissal of the notice, with your own dismiss action:

function my_plugin_notice() {
$user_id = get_current_user_id();
if ( !get_user_meta( $user_id, 'my_plugin_notice_dismissed' ) ) 
    echo '<div class="notice"><p>' . _e( 'Imagine something here!', 'sample-text-domain' ) . '</p><a href="https://wordpress.stackexchange.com/questions/317116/?my-plugin-dismissed">Dismiss</a></div>';
}
add_action( 'admin_notices', 'my_plugin_notice' );

function my_plugin_notice_dismissed() {
$user_id = get_current_user_id();
if ( isset( $_GET['my-plugin-dismissed'] ) )
    add_user_meta( $user_id, 'my_plugin_notice_dismissed', 'true', true );
}
add_action( 'admin_init', 'my_plugin_notice_dismissed' );

So you would put

<a href="https://wordpress.stackexchange.com/questions/317116/?my-plugin-dismissed">Dismiss</a>

to your modal to let users close / dismiss the video modal.

The suggested solution uses $_GET to detect if the notice has been dismissed and save it to user meta. Another way to detect and save dismissal is to use (vanilla) js or jquery click event (on close button/link) and Ajax to save the dismissal to the current user’s meta.