Hmmm . . . does dances during PE classes count? If so, that would have been in grade school – square dancing.
There was also Girl Scouts where we learned some basic steps.
However, the official first dance would have been in Junior High. I can’t remember if that would have been 7th grade or 8th grade. Sock hop – I believe I went with a girl friend. There were a couple of guys I wanted to dance with. I know I had to ask – nobody asked me. That pretty much held true for all dances I attended in both Junior and Senior High.