Give it at least 3 sessions before you'll get to know 1-2 of the moves. I went for 5 weeks straight once a week and I got most of the moves down pat, then we stopped going.
Don't worry about what you look like. When I went, I hid down the back and if I stuffed up, noone saw me.
I really enjoyed it though (having been a dancer when I was younger) and I wish I could go back but alas, it's just too far to drive into town so many times a week.

Stick with it!!