What's interesting is that I have a CFL that did something very similar to this once...it was a CFL that ran in my hallway for about three years straight, 24/7, but then I took it out and replaced it with a different bulb. I put the CFL in my closet light and the first ten times I turned it on, it did the same thing that is seen in this video. However, after that, it lit up normally, and still does!
Then it might be some bad soldering on the PCB - sometimes it conduct, sometimes not... I would expect the electrolytic filtering capacitor and/or some rectifier's diode, but check all soldering points...