Weird Al told Vulture in 2014:

That (music video) was done in 1983. It was when my first album came out, which was right after MTV debuted. The thing about MTV was it was a 24-hour music-video channel that started back when people weren’t making music videos, so they needed product to fill the pipeline. So it was relatively easy to get played on MTV because they would play anything that wasn’t overtly horrible. The ‘Ricky’ video had very low production value. We made it for a couple thousand dollars. We shot it in somebody’s house in the San Fernando Valley. It really was lacking in not only production but in proper preparation. At one point I was supposed to be shaking maracas, and nobody had remembered to bring maracas, so I grabbed the closest thing that resembled maracas, which was a bowling pin [laughs]. So at one point in the video you see me shaking a bowling pin as fast as I can, hoping that nobody would realize.