When people like Rousseau record their videos, they have a specific lighting pattern setup on their keyboard so the LEDs at the top of the keys light up when pressed, and at the same time as they record the playing with the lights, they record the MIDI and throw it into a Synthesia file or some other software.
What keyboard do I need for Synthesia?
In general, the best keyboards to use with Synthesia are in the personal keyboard category. They've got the features Synthesia was built for and they're usually among the lowest-priced models, too.
Can you learn piano from Synthesia?
While Synthesia is probably one of the easiest ways to get started at the piano, it is NOT the best way to learn piano, especially if you want to learn it properly to a good or high standard.