To make sure that Blender knows where the video player is, you need to include its location into Blender's User Preferences, which is where Blender stores the information so it can be set up the way that you prefer.
But when you do set the User Preferences, whatever objects, cameras, lights, and so on are in the scene at that moment will also be included as part of the default setup. So, to ensure that the default scene has your standard cube, camera, and lamp, you need to make sure that they are there now:
Select New in the File menu so that we can add this to the default Blender setup. Once a new file is loaded in Blender, select User Preferences in the File menu. The User Preferences menu will appear.
There is a row of buttons on the top. With theLMB, select the button marked File as shown in the following screenshot.
On the left-hand side, go down until you see Animation Player, as shown at the bottom of the following screenshot...