Here's what you'll need

• music
• keyboard or piano
• headphones
• pencil
• computer or tablet with this course open

I recommend you play along with the video and do some playing by yourself. Mix it up and keep it interesting. 

If you have headphones (and it really improves your experience) it helps to take a headphone off one ear so you can hear the video (through the ear bud) and yourself (through your ear) while you play along. Wireless ear buds are best as there are no chords that get in the way of your hands. Or, for as little as $10 you can get Skullcandy earbuds (I know, weird name) that are comfy and it's easy to drop out one ear bud.