It's a classic 3D puzzle with tetris-like 3D shapes. The only catch is that they are really tiny, with the maximum dimension being only 7.5mm! Fortunately, there are only 3 pieces. Spoiler alert: the solution is shown at the end of the video, so if you can't solve a 3 piece puzzle, well, um, we're kinda wondering about you.
Via YouTube (Hat tip to John Barundia)