You will never be penalized for embedding videos.
But I suggest you to add some text in the post.
Otherwise, your blog will get low traffic from search engines.
If you are adding videos about " Seo ".
Brute adding videos, Input something like,
Seo is very hard. Beginners may feel .................... Now we will see some videos about What is Seo.
Then you can get some high traffic from search engines.