If you are going to look at downloaded videos on the iPad, you will need a convertor on your computer. Download them on the computer and change them to a form usable on the iPad.
iPad won't play FLV or AVI which are the most common file types for online video..
Get Handbrake or Adapter and use the one you like. Both are free. iPad plays m4v.
I use the Apple Video player and CineXPlayer HD which does subtitles better. (Usually)
Many of the little videos you see online on the computer can be downloaded with either Flash Video Downloader or Download Helper in Firefox. They might convert to mp4 which might play on the iPad. If your mp4 movie won't play on the iPad, Handbrake or Adapter will convert it to m4v.
Put the m4v into iTunes. Use the get info page to give it some usable info such as "genre" and "movie" and put it (the movies) into a "playlist." You can transfer the movies to the iPad and they can be found in either the genre tab or playlist tab. iOS 8 is not quite the same as iOS 7 about how this is done.