Recreational dance classes

Hi, I am 21 and enjoy dancing at home, so was considering trying recreational dance classes as I currently don't exercise. I did martial arts from ages 6-18 and really loved it, but it became too high-impact for me in the last few years I was training, and don't see myself returning to my old club due to issues with the direction they have taken the club. As I recently finished university, and haven't got a job yet, I spend all day at home in my room. In the past I have hated going to the gym, and can't make myself do gym exercises at home so figured I should try taking group classes instead.

I was wondering if any of you have started taking dance as an adult, without having danced as a kid. How do you find the impact level (I would be interested in doing multiple styles) and the intensity? How often do you go to dance lessons in a week/how many hours do you dance? And how did you get over the initial feelings of embarassment about going into a new space with new people, and trying new things when your fitness levels are very low?