How the guy making the linked videos might have achieved those effects of creatures appearing behind him?
Looks like standard CGI stuff. It would be easiest to film the musician against a green screen, and then simply replace the background with computer generated scenery and creatures by using a chroma keyer.
He claims that some of the videos were filmed out doors. I don't know whether he's being cheeky or serious. But even if we take him at his word, you need to generate the creatures in the computer and then composite them into the scene.
In order to make this look good, you need to make sure that the lighting on everything looks correct. If you film the musician against a green screen, you can either put lights on the talent before filming and make sure they match the generated background, or add them in post to match the generated background. It's probably easier to do it during filming.
Looks like masking. Masking lets you select an areas of the screen to allow video to show through on from another layer while preventing it on other parts.
In the second clip, a very rough mask would be sufficient since it isn't near anything in the foreground and may have just been placed there without any masking.
On the first clip, there is interaction with the foreground, so the guitarist would have had to been masked, with adjustments made frame by frame (possibly automatically, possibly manually) and this mask used to obscure the dinosaur behind the guitarist, but in front of the background.
A green screen is also possible as user1118321 mentioned, but certainly not necessary and some of the lighting queues seem to indicate it was likely shot outside as indicated, otherwise the quality of the green screen work is much higher than the quality of the animation work itself.