Facebook has a setting to block videos and pictures on mobile data, but I think they'll still load if you use a wifi connection though. Twitter also has a similar function.
On the other hand, unfollow the people on instagram who post those unwanted videos. And why would you even browse instagram if you don't want to see pictures and videos? That's like saying I don't want to see pictures in my gallery. Instagram is about looking at pictures and videos, so obviously they won't have a feature to block the very thing they are meant to be doing. I can't remember if they have a setting to block autoplay though.
Basically, go through the app's own settings.