I've moved this from the Using the Community forum (which is the forum for issues using the forums) to the Photoshop forum so that proper help can be offered.
The video shows the OP trying to create a new file and there is a flash on the screen but no new window "sticks",
Reset your Photoshop Preferences, Reboot your computer and quit any other apps you are running.
According to this thread it's an issue with Illustrator and not Photoshop
"Only on illustrator, after and photoshop i dont have this problem"