I watched all 40 something episodes of the first one posted and he updates to 4.1 half way through. Even so its worth watching from the start. they are not very long and help a good deal.
What you did by shift right clicking is empty the alembic, which deletes the essentia inside.
The furnace and alembic (the things you put atop the furnace) hold essentia (which is used for crafting thaumcraft items), you can put this into phials (like glass bottles) or Jars. Shift right clicking the jars, like above, will also delete its contents, again this is why your essentia dissapeared.
The stuff for research is aspects, not essentia. You get aspects by scanning things with the thaumonmeter (yeah i cant remember how to spell it), anything you drop on the ground, TE machines, vanilla materials ect ect will give you aspects. Additionally youl get more aspect points from nodes (easier to find at night / once you get goggles of revealing) by scanning them with the thaumometer. Additionally you need to "find" new aspects by combining those you already know. On the research table you can click , for example, aer and aqua and that arrow at the bottom left will try and find a connection. If aer and aqua make another aspects you will "learn" that aspect when you click the button. Each time you do this it takes up the two aspects used for it.
Best way to get started is literally take your thaumometer and scan EVERYTHING.. keep an eye on the bottom right of the screen, if it says nothing can be learned then its not compatible with TC4. If it says you dont have required knowledge it means you havent discovered the aspects that item contains yet, and come back later once you have done more research. If you wish, google 4.1 cheat sheet and it will tell you what combines with what to make the aspects.
Once you have discovered alot more aspects, and gotten a good few points from scanning items and more importantly, nodes. you can research.
A good thing to research early would be the deconstruction table. This will take items that you have scanned and destroy them to return the aspects they have within (this does not make essentia, thats completely different side of TC4, only aspects for research)
This saves you wandering around looking for nodes when you need more aspects.
Then research the two research related stuff, (expertise and mastery) as these save you aspects in the long run and helps you research for longer and less running around.
Since you have the furnace and jars ect, your already a good way into the basics of thaumcraft crafting, now for moving essentia from your furnace to the jars, you can either go with pipes..which i personally find to be a bit crap. or go for golems, which will empty and take it to the right jar. Thats where i headed next, to get essentia crafting up and running. as well as a new wand.
Then move onto the infusion alter, once you have that up and running proceed to research down whatever interests you.
Would deffinately give those vids a watch again though.