Hi KenW,
With 1,000 glossary terms along with embedded videos would make for a very long page. This might crash some user's browsers, let alone take a long time to load.
I would opt to break it down into multiple pages. Not sure about a separate page per letter. Definitely add quick links on each page so that the user can easily find the letter/word they are looking for. At 1,000 glossary terms a custom search function might also be beneficial.
Regards,
Kevin