Greetings julieemb!
From your post we see you are having some trouble with playing videos in Fitness+. We can absolutely understand how that would be troublesome and want to help! Does this issue occur on multiple devices? Try testing with Wi-Fi and with cellular data if possible on your iPhone to see if the trouble is network related. A simple but effective step for many issues such as this is to restart the device as well: Restart your iPhone.
Also, do you have two-factor authentication enabled for your Apple ID? You can read more about this here:
Two-factor authentication for Apple ID
Have a great rest of your day!