Videos are played in the lightbox by default, because this supports an external player that is more powerful. You can use the internal player, but then it will only support the
FLV format (not mp4). To do this, go to
admin -> settings -> misc.video.external_player, and disable it.
You may also need to set a few folder parameters to remove any unwanted navigation interface elements on your start page. See here
https://www.photo.gallery/documentation/folder-parameters/ and scroll down to the "Video start page" example.
Personally, I think the lightbox solution would be much more elegant. Its clean, supports all formats, no need for folder parameters to reset stage UI elements, supports Youtube/Vimeo, and closes on the click outside the lightbox OR on the "close" button ... I think this is pretty obvious.