This short guide will teach you how to give your Discord videos an animated thumbnail!
A text editor/IDE
Access to a webhosting service
Techincally, you aren't creating a video. Instead, you'll be creating an html file that will trick Discord into displaying an animated gif file as the thumbnail for the video.
Create a .html file. Open it with your text editor/IDE of choice, and copy/paste this line of code:
<!DOCTYPE html>
<html>
<head>
<meta property="og:image" content="INSERT GIF HERE">
<meta property="og:type" content="video.other">
<meta property="og:video:url" content="INSERT VIDEO HERE">
<meta property="og:video:height" content="180">
<meta property="og:video:width" content="320">
</head>
</html>