I always see videos on the internet of people doing various things but they somehow put a different background in there video? How'd they do it?
They use a green screen and superimpose pictures onto it.
They film themselves doing various things in front of a green screen, and then edit the video with software, telling it basically "replace everything green with this video instead". Blue screens used to be used instead of green. The technique is called "Chroma key".
Yea, generally you would need a blue or a green screen. Then you can use software to change the background to something else.