Depends on what kind of dance you're talking about, for some type of dances you don't want to be too loose. Try doing basic stretches. Then, starting with your feet, tense and then relax each muscle in your body.
You could also try doing a quick warmup, like jumping jacks.
Ok, that's kinda dramatic. Stretching and kinetics can help, but the best thing to do is practice, either with someone watching you or in front of a giant mirror.