I didn't read all the other comments cause there were so many and I've been an insomniac tonight and now about to crash so I apologize if someone already said this or something like it.

A long time ago I needed to take dance lessons and the way I ended up doing it was finding a high school student who had been a long time dance student, was still a dance student (and assistant instructor) but also was qualified to teach beginning dance.

The upside is, they may have access to the studio where they take their own lessons and the cost will probably be less than if you go to like... the owner of a dance studio and have them teach you especially privately.

The downside is, they may not be as patient as you might find with a more experienced instructor.

That's really all I've got right now. I think dance is a great idea for exercise. My other suggestion would be swimming. I find it hard however to find a pool where there's not a lot of people, it's summer it's hot etc, and I am very self conscious, anxious around other people.

Good luck in any case with finding a way to be more active.