First, check that you have a good connection to the internet. We recommend a wi-fi connection. If you are using cell phone data to take the course, make sure you have enough data usage left in your plan to watch all the videos, and that you have a good signal.
Try reloading the site, or changing your device (if you are watching on your computer, try watching on your smartphone, for example).
If that does not work, check the settings on your browser to make sure that third party cookies are enabled.