(video WITH subtitles)

Could we ever make a device that operates with absolutely
no energy loss?

A perpetual motion machine is  a machine that moves perpetually; it never stops. ...
The Big Freeze is the theoretical end of everything. It is
 the point at which the universe has expanded so much that it reaches a state of
 zero thermodynamic free energy. In other words, it is the point at which the cosmos,
 as a whole, will be unable to sustain motion. All of spacetime will be at absolute zero
(the coldest known temperature, where all movement stops).
In short, the Big Freeze is essentially a time of eternal, unending,
darkness. Fortunately, it’s not set to happen for another 100 trillion years or so.
In any case, the important thing to remember is that a true perpetual motion
 machine would be able to run at least that long.
There are many designs on the internet that claim to be working designs for perpetual
motion machines.We can think that some of those machines could (if engineered correctly) 
move without stopping. .. We would essentially have an eternal source
 of energy. More than that, it would be free energy.
Unfortunately, thanks to the fundamental physics of our universe, perpetual motion
machines are impossible.

The first law of thermodynamics is the law of conservation of energy. It states that energy
is always conserved. It means that energy can be neither created nor destroyed. Instead, it
 simply changes from one form to another. To keep a machine moving, the energy applied
 should stay with the machine without any losses. Because of this fact alone, it is impossible
 to build perpetual motion machines.
Why? To build a perpetual motion machine we must accomplish many things:
1.) The machine should not have any “rubbing” parts: Any moving part must not touch
other parts. This is because of friction that would be created between the two. This friction
 will ultimately cause the machine to lose its energy to heat. Making the surfaces smooth is
 not enough, as there is no perfectly smooth object. Heat will always be generated when
two parts rub on each other (and that generation of heat is energy transference i.e,
the motion machine losing energy).
2.) The machine must be operated inside a vacuum (no air): The reason for this has
 to do with the reason listed in number one. Operating the machine anywhere will cause
the machine to lose energy due to the friction between the moving parts and air. Although
the energy lost due to air friction is very small, remember, we are talking about perpetual
 motion machines here, if there is a loss mechanism, eventually, the machine will still lose
 its energy and run down (even if it takes a long, long time).
3.) The machine should not produce any soundSound is also a form of energy; if the
 machine is making any sound, that means that it is also losing energy.
...we are able to build a perpetual motion machine. Will we be able to get energy from it?
Yes, but only up to the energy that is used as an input to start the movement.
A perpetual motion machine in real life will just be an energy storage. We must
 remember that the energy cannot be created; it always has to come from something.
So, if you happen to be able to build one, you will need energy to start the motion. This is
the only energy that you will be able to harvest, since, as stated previously, energy cannot
be created.

Adapted from:

Science Explained: The Physics of Perpetual Motion Machines