The video preview on Blender is suddenly just a still image. How do I make it actually show a preview of the video? Sorry if my question seems a bit newbish.

But basically, this part that shows the video preview doesn't move at all.  It's just showing this picture, even though the little Mega Man screen in the bottom left is a video.  It's just stuck there on the preview.  How do I make it actually show a preview of the video?

Again, sorry if the question is obvious.  I'm new to Blender and desperately trying to make sense of it.
If the video has not yet been rendered, and you only want to play the preview then you will press  Alt + A . If it has been rendered, then you will use  Ctrl  + F11. I see that you're in the uv/image editor also, switch to 3D view to see your preview. You can do this quickly by changing windows with the menu on the far left of the header on the bottom of the window.