If there were no first cause in the sequence of cause and effect then there simply would be no subsequent effects. This is essentially a version of the Cosmological Argument for the existence of God called the Kalam Cosmological Argument:
For a simple explanation of the Kalam argument you might want to watch this video (although the video doesn't use the word "Kalam" it's the Kalam version of the Cosmological Argument that it's describing.)
The people shown cheering at the end of the Ok Go video are the students who designed and constructed the apparatus which leads to another question worth pondering. Could such an apparatus have resulted from the random action of blind chance and natural law or did it require intelligent engineers to put it all together. This question highlights a version of another argument for the existence of God based on the design inherent in the cosmos as well as in living things.
Once life appeared on earth then perhaps it could have proliferated and diversified via mutation and natural selection, but how did the first living things, cells far more intricate and complex than the Rube Goldberg apparatus in the video, ever come to be in the first place? Are blind, purposeless processes a sufficient explanation or do those first life forms, like the Rube Goldberg device, require the input of an intelligent agent?