Hey Monstrucwacan,
So we try to advise users against using this feature as a major focus in their games as it is still in experimental stages. Since 4.7.6 we have made improvements to the stability of the Media Player, but it still has known encoding issues which we are working to have resolved.
For more insight on the feature and its current status, please read over our documentation for the feature.
Media Framework
I have also created a simple tutorial which can help explain your process as well. Instead of using a BSP (which are usually used for white boxing and as placeholders until replaced with an actual mesh), I would instead create a static mesh. You can then apply a material created from your Media Texture, and scale the Media Player video so it fits on your surface using a Texture Coordinate node within the material editor.
Media Player Tutorial
If you have any other questions please let me know.
Thank you,