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Before you head out, search for videos of club dance moves. Some of these videos just feature people dancing to club music, others take you through tutorials of how to master the moves. Watching these videos can help give you a mental picture of the moves that you can imitate. If you're extremely worried about what you look like, tape yourself dancing to club music to make sure your moves look okay. Fix anything you find strange about your movements. Compare it to videos you see online. Look for things like not enough movement, being too stiff, arms being too rigid, and awkward head movements. Get dressed up and go to the club with a group of friends. This can help you feel relaxed and less self-conscious, which will help you perform the dance moves much more confidently. One of the worst things you can do at a club is overthink your moves. Overthinking makes you rigid and awkward. Be careful not to do spastic moves where you are flailing all over the dance floor either. When you first get to the club, scope out the other people on the dance floor. See how they are dancing, what they look like, what kind of moves they are doing. More than likely, they will be doing some of the same basic dance moves you will be. Don't stress and have fun. Relaxing also helps you stay loose. If you're feeling tense, just start moving around to warm up and loosen your muscles. Roll your shoulders, stretch your neck from side to side, sway as you bounce a bit. This helps you get the key body parts moving so you can dance more fluidly.
Watch videos of club dance moves. Tape yourself dancing. Go with a group of friends. Relax.