Not sure if you'll find this delayed comment, but I can give it a shot.
There is a note on the linked video page about `set hidden`, but it doesn't spend much time explaining it. If we open Vim and type `:help hidden`, we get the following:
'hidden' 'hid' boolean (default off)
global
{not in Vi}
When off a buffer is unloaded when it is abandoned. When on a
buffer becomes hidden when it is abandoned. If the buffer is still
displayed in another window, it does not become hidden, of course.
The commands that move through the buffer list sometimes make a buffer
hidden although the 'hidden' option is off: When the buffer is
modified, 'autowrite' is off or writing is not possible, and the '!'
flag was used. See also windows.txt.
To only make one buffer hidden use the 'bufhidden' option.
This option is set for one command with ":hide {command}" :hide.
WARNING: It's easy to forget that you have changes in hidden buffers.
Think twice when using ":q!" or ":qa!".
The default state of `hidden` is off, so with that in mind, the explanation basically answers why Vim warns you about switching buffers. If you switch away, the buffer is "hidden" -- Vim keeps track of what is in it and doesn't unload it. That's probably what you expect, but can lead to loss of unsaved data if you switch away from a buffer, work on some other buffers for a while, then close Vim without coming back to the unsaved one. So by default, Vim wants you to be explicit when switching away from a buffer that will become hidden. In most cases you probably want to save it first.
Turning `hidden` on would remove the warning, you could switch away from an unsaved buffer with `:bn`.
So if you want to always work with unsaved hidden buffers floating around (view them with `:ls`!), you could add `set hidden` to your .vimrc. Alternatively, you could set up a command to automatically execute a save action every time you tried to switch away from an unsaved buffer. Notice that `autowrite` is mentioned in the help text above. Running `:help autowrite` shows:
'autowrite' 'aw' boolean (default off)
global
Write the contents of the file, if it has been modified, on each
:next, :rewind, :last, :first, :previous, :stop, :suspend, :tag, :!,
:make, CTRL-] and CTRL-^ command; and when a :buffer, CTRL-O, CTRL-I,
'{A-Z0-9}, or `{A-Z0-9} command takes one to another file.
Note that for some commands the 'autowrite' option is not used, see
'autowriteall' for that.
So if you added `set autowrite` to your .vimrc, instead of `set hidden`, you could avoid the warnings by automatically saving the file, rather than leaving it unsaved.
Hope this helps! One of the pain points of vim is that many of the defaults end up being somewhat unexpected choices. Many people get over that by just looking up someone's post online and copying in a bunch of settings. When you do that, you don't end up learning much about navigating vim and understanding the configuration process. You just end up with a new set of defaults that might also not quite be what you want. I try to keep my .vimrc pretty plain until I realize something could be better, then spend a moment to figure out how to do that and add it in.