I am looking for a good lecture notes on Ergodic Theory. It should be self sufficient and easy for someone who is taking the course for the first time and for self reading.

I'd say that we have quite a lot of questions asking for videos of lectures about some particular topic or area. Just try to search for video on the main. I think that such question could be tagged online-resources.1 Would it be useful to introduce a more specialized videos tag? There are also...

I suggest to stick with online-resources. Otherwise we could be splitting hairs more and more: videos of lectures are not nearly same thing as Vi Hart videos, nor do they serve the same purpose. And then there are screencast videos with voiceover, which are also somehow different.