This dance stepping game first came out of the arcade. As with subsequent games throughout the consoles except for PC and the handheld games, the idea is simple: You match the arrows with timing.
Players can have a hands on approach, which involves stepping on the arrows with the timing that you need to be able to move around the mat. Alternately, you can use your hands with the controller, no matter the console, if you don't have a dance mat or the room isn't big enough to fit it in.
It is recommended that you start on easy to learn the steps before you go up the difficulty, for people who use either the dance mat or the controller. Relax and stay comfortable when playing the game.