Can I watch a video that was not paid for and is all around anyway?
No, because if it was not paid for it is considered stolen and one may not use stolen goods.
Is it permitted to listen to Music I have received from a friend, he did not pay for it either and we both do not plan on buying that specific album, is it considered stealing even though the artist is not losing out by me obtaining the album for free?
שו”ע אדה”ז הל’ גזלה וגנבה סי”א, כ.
I have heard of the claim: “הגונב מן גנב פטור”. For some reason it does not sound legitimate… Can you please explain what it means and what it implies?
It means that one who steals from a thief does not need to pay the original owner additional fines (a thief needs to pay back double and sometimes X4-5), however the second thief still needs to return the item to the original owner.
משנה בבא מציעא דף ז ע”א. רמב”ם הל’ גניבה פ”א הי”ז.
Also what about if i already watched it once, but i will gain pleasure by watching it again?