Instagram added a new feature where you have to click the "play button" for every video post you view, which I actually think useful but sometimes, it takes a little while to play an Instagram video with this option, so if you want this auto play videos everytime you view them, do the following:
- View your Instagram profile, tap "Settings" (gear button) located at the top right of your Instagram screen.
- Scroll down all the way to the bottom until you see "Preload".
- Tap "Always".
PS: Enabling this auto-play feature will use more data.