This cute sea creature is a sea robin. Sea robins, also known as gurnard, are a family (Triglidae) of bottom-feeding scorpaeniform fish. They are named after the orange ventral surface of the species in the Western Atlantic (Prionotus carolinus) and from large pectoral fins, which, when swimming, open and close like a bird's wings in flight. The large surface area of the fins also permits the fish to glide short distances above the water surface, much like a flying fish.
As you can see in the video, sea robins have six spiny "legs", three on each side. These legs are actually flexible spines that were once part of the pectoral fin. During development, the spines separate from the rest of the fin and develop into feeler-like "forelegs". The pectoral fins have been thought to let the fish "walk" on the bottom, but are really used to explore the bottom in search of food. The first three rays of the pectoral fins are membrane-free and used for chemoreception being highly sensitive to amino acids prevalent in marine invertebrates.
There are over 100 species in the family Triglidae and you can find at least one kind of sea robin in pretty much every part of the world. Most specieces reach about 30 or 60 cm (1-2 feet) long.