Unfortunately, the clip isn’t terribly informative. The choppy editing doesn’t help, certainly, but he seems a little unprepared and scattered in his comments. Mind you, asking someone what they would say to an alien is kind of like asking how long is a piece of string. What you would say or ask depends very much on the nature of the ETIs and on the circumstances of the encounter.
The first priority, of course, would be to establish a common understanding between the two parties. Given that they live in the same Universe as us, and thus are governed by the same mathematical and scientific laws, then no matter how strange they are to us, math and science would likely be a good basis for building that common understanding. Naturally, the more of the five senses we share, the more familiar our learning curve would be–with the use of simple images, sights, and sounds etc. to build up a common vocabulary that we could keep extending over time.
And what would you ask once that basic common understanding has been reached? Well, you would probably tailor your questions depending on how, when, and where you were talking to the ETIs. If you are communicating over many light years of space, you would probably dispense with the formalities and attempt to find out about them and their civilization in the most efficient way possible. If you were visiting their planet for the first time, you would likely ask questions of most interest to your personal line of work, be it scientific, anthropological, religious, or even defense related. But if the ETIs were visiting us, I suspect the only question on everyone’s lips would be “What are your intentions toward us?”