Firstly, create your thumbnail using Photoshop or any other designing tool you prefer. Set the size to 1280 x 720 px.
Leave a space in middle for the play button :)
When you're done, save it as PNG.
2. Next, go to your video (click the video icon from the menu and hit the Edit button)
3. Under VID SETTINGS, expand Thumbnails, and then upload your exit thumbnail.
4. Lastly, publish your changes! :)
You can also use GIFs for more attention-grabbing effect!