Cat is Totally Confused by a Marshmallow [Video]

I've heard that cats will eat pretty much anything. But apparently, marshmallows don't fall into that category because according to this video, cats don't have any idea what they are or what to do with them.

Watch this cat lick this marshmallow, wonder if that was the right thing to do, and then continue trying to figure out what the heck this little white ball even is. 

I'm a little confused by a few things in this video, though. For one, how did the cat get the marshmallow in the first place? And why is it stuck to his paw? And why are these people just videotaping this whole thing instead of helping this poor cat figure out what to do with this weird little white fluffy thing stuck to its paw?!?