The most common hesitancy I see from a lot of people are those who feel as though they may not know how to dance or aren't comfortable dancing while everyone stares at them while doing something they aren't sure if they are even doing right!..but that's normal. The bottom line...nobody watching you do your first dance expects anything super special. Have you been to a wedding before? Do you remember watching the newly weds do their first dance? You may remember that they did indeed do a first dance, but chances are (unless it's recent) you don't actually remember what the first dance looked like. Unless it was something like this:
Planning and doing something funny like this will definitely garner a few laughs, but by no means is it expected. Based upon the above chart, I would say 98% of the first dances I've seen have fallen into the "6th Grade Sway" category. Very rarely do I see something goofy or fun, and even more rare do I see the actual professional level ballroom dance.
Still not sure what do or worried about your dance skills (or lack there of)? In the words of college professors everywhere...Google it!! Better yet, head on over to YouTube and search for how to dance first wedding dance! You would be amazed at the amount of instructional videos available. It is not weird to practice before your wedding night, in fact, I recommend it!