How to set the preview image in videoview before playing

Use seekTo( 1 ) to show the first frame.

Ensure the movie is paused and then use seekTo() to show the first frame of the video:

VideoView mVideoView = (VideoView) findViewById( R.id.video_preview );

mVideoView.setVideoURI( yourVideoPath );

mVideoView.seekTo( 1 );                 // 1 millisecond (0.001 s) into the clip.

NOTE: We use .seekTo( 1 ) because setting .seekTo( 0 ) did not work on Android 9.

To have it play when clicked on has been answered by @Lingviston in another answer.