in reply to
When it comes to dancing,
My problem with dancing was this idea that I would look stupid if I tried, but somewhere along the way I had this revelation that the guy who's NOT moving with the music, at least in some small way, is the one out of place. Pretty much everyone at a club or a concert is just wiggling whatever way they please anyhow, so you may as well relax and go with it.
If you're talking about something slightly more formal, a waltz or a tango, what can I say but that practice makes perfect, and the first step toward learning is admitting that you don't know.