People in General Chat are always saying, "no embed, no watch", and I don't know what this means. Does embedding make a link safer, or what? And what is embedding?

I am not good with computers,

Embedding shows a video directly in your post instead of redirecting a user to YouTube to watch the video.
It can be safer because malicious outside links could look similar to the YouTube url and possible be harmful when clicked.
If the video is embedded within a post you can be sure it is a link to the official YouTube website.

This is how you can embed a video in your post:

I see, thank you sir.