Generally speaking, most of us are quite happy for Youtube to host the videos and we watch them by streaming them through our chosen media player.
If you know you are going to be offline for a while (i.e. due to a plane journey or traveling between the south of Scotland and the north of England) then you may wish to download a few videos onto a pen drive and watch them at your leisure.
All you have to do is install youtube-dl from your package manager.
You can use youtube-dl as follows:
youtube-dl url-to-video
You can get the URL to any video on Youtube by clicking the share link on the video’s page. Simply copy the link and paste it into the command line (using the shift + insert shortcut).