I just tried running an audio file in the preview window and it does the same thing. So it doesn't seem like is a video problem but a Premiere problem in itself?
You will need to supply a lot more info because this is likely to be your hardware / system / or "you"
type issue rather than a PPRO issue. ( If it was PPRO issue it would mean thousands of others would be having the same issue...and they arent)
Start with what type of files are you using and what kind of Project setting are you using?
Then give details about your hardware ( eg H/drives etc)
Along with the full details, especially your Project Preset, and your source footage (Assets), is there a red line above the Clips? If so, hit Enter/Return to Render those Clips. Line will turn green. Now, is playback better?
Also, if you have a single HDD, things will likely work very, very poorly, especially with regard to playback. Two, physical (very important) internal HDD's of 7200 RPM minimum and a good, fast controller, say SATA II, are the absolute minimum, and three will be even better.