WS2812B Power Supply
The strip and the Arduino need to share the same ground connection. They are communicating through voltage and voltage is always a difference between two points. The power supply sets the supply voltage as the difference between + and ground. The chips in the strip will then try to measure the voltage on the data line relative to their ground. When the grounds are not connected, the Arduinos output pin is floating somewhere else, depending on external factors. By connecting the grounds, both devices (Arduino and strip) use the same ground value to measure voltages. Only this enables communication between the devices.