The poor man differential probing shown there might not always work because of various reasons, some reasons are shown in the next of the video, others are not shown, like for example saturating the analog input stage of the oscilloscope, recovery time, etc.
The improvised differential probe works reasonably OK when all the instruments are properly earth grounded by their power plugs (at least), but you may never be sure. Depending on what you measure, galvanic isolation (or not) is crucial.
For example, keep in mind that most of the oscilloscopes have the GND of the probe connected to the earth ground (the metallic enclosure of the instrument) and to the earth grounding wire of the power plug. And more, all the GND probes are short circuited between each other, they are the same wire.
Therefore if you connect one probe alligator to a voltage and the alligator clip from a second channel to another voltage, your oscilloscopes GND will short-circuit the two voltages.
Another common mistake is to place the alligator ground of the oscilloscope in a random point of a circuit that is not galvanic isolated. Such an attempt can blow your scope, your circuit to measure, or at best will trip some fuses.
Learn about
galvanic isolation vs.
earth grounding, that is a must know for anybody using mains powered instruments.
If you want to measure the ripple of the power supply, plug both the oscilloscope and the power supply in the same mains outlet, one that includes the 3rd wire for earth grounding, and that is properly grounded.
Then, use the measuring setup shown at the minute 32:00, use a power resistor as a load, do not use electronic active loads, and turn off any nearby electric apparatus (laptop/desktop, lights, white goods, wi-fi routers, mobile phones, fridges with motors, anything else that might produce spikes in the power lines or induce radio noises through the air).
If you are unlucky to live nearby a very powerful broadcasting radio station, or nearby some cell phone tower, you might also need a Faraday cage to shield the instruments against fields coming from outside the lab, but this kind of shielding will be melodramatic for measuring a switching power supply.
It all depends of how precise do you want to measure. The setup shown at minute 32:00 should be enough.