Like Sami says, there are some different ways to do this. In a theme i'm working on the first method i used was to simply overwrite those styles where needed with
!important and placed that in a separate CSS file as a ”skin” along with the mediaplayer images/svg files i have edited.
Here is a paste: http://pastebin.com/XUvkc9fz
And screenshots: http://cl.ly/OvOu
However, as i don't like to use
!important i'm gonna go the dequeue way instead. But both methods works.
The CSS is located as Sami said in
wp-includes/js/mediaelement/mediaelementplayer.css and the interface media (SVG, PNG) is in the same folder.