If I don't make it to UCLA's undergrad BA program, do I just apply straight for an MFA program? Also do people who usually complete the BA programs go on to do the MFA ones? Because someone told me they do so wouldn't they miss out on whatever people do in the BA courses?

Sorry if these are stupid questions

I'm not sure what you're trying to say here, but if your question is, "if I dont get into the BA program, can I apply for the master's program?" then the answer is no. I'm pretty sure you are required to atleast have a bachelors of some sort to be applicable to apply for an MFA program.

But on the site it says you can't already have a degree to apply for the BA program. So if I attend uni first, and don't make it before I graduate, then what do I do?

if you attended a university but never got a degree, then you do not have a degree. You only get a degree when you complete all the courses that are set by the university, until you have fulfilled that requirement, you do not have any degree whatsoever.
In this case, you are welcome to apply to the undergrad level film courses at UCLA, but you will not be able to apply for the Masters program since that requires that you atleast have a bachelors degree (aka undergrad degree).
I hope that answers your questions.