As someone that has seen more than a few of Frederick's shows, I can attest that you should indeed come out! He and his troop of dancers are the stuff of legend around here, and while his is not the only fire troop in these parts, they're certainly among my favorites to watch.
As a bonus, I know that Dragon's Mist generally holds their Revels events every friday wherein they cheerfully teach dance to any of those willing. Tragically for me, I have a rather thorough "Must not make myself look silly in front of others" gene that seems to allow disco dancing in crosswalks with my wife groaning and claiming she doesn't know me right beside, but doesn't let me do little foot-bouncey steppy sorts of period dances. And that combined with a pain disorder just doesn't really lend itself well to the whole idea.
It's not for everyone, I suppose, but for those that Do wish to get into dancing, I know that those that Do have great fun with it. Just don't fall into the dilemma wherein you don't allow yourself to try it for fear that until you get good at it, you'll look ridiculous(Much like Rockband or Dance Dance Revolution, you're either amazing, or embarrassing, it's totally not fair.). With period dancing, EVERYONE ends up looking a little ridiculous by today's standards.
(Footnote: Dancing in the Medieval era was primarily meant as a "Look at my clothes, aren't they fancy? I can afford All This Fabric!" in a court sense, so expect a lot of turns, spread arms, and curtsies. Oh god the curtsies. My knees groan just THINKING about all those bloody curtsies...)