@andreacolognese94,
Hello and welcome! There are three things I would say about this.
1) Make sure that you are working from the correct sketch plane (in this case "Plane1"). The feature has to intersect the plane for the Intersect command to work. I cannot tell from your video which plane you are sketching on, but this may be the issue.
2) It is sometimes helpful to have the "Auto project edges on reference" and "Auto project geometry on active sketch plane" options enabled (show in the video). That said, I do not always leave these on, as they can sometimes add (many) unnecessary sketch entities.
3) I often use Project rather than Intersect. This enables me to create geometry without having to create construction planes. One just needs to ensure that the desired result is captured.
I will post a Screencast shortly. A Screencast is below.
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Lenovo Thinkpad P1, 2.70 GHz Intel Xeon, 32.0 GB, Windows 10 Pro
