Hi,
I am wondering if you are talking about ballroom dance, hip hop dance, or just an aerobics class. I used to attend Jazzercise classes, and I loved it. I lost weight quickly when I went 3 times a week. I felt silly at first, but everyone is so worried about how they look, that nobody really watches you. You only live once, and it's okay to be silly. Just have a great time, and don't worry about being good yet, it will come.
Enjoy