Hmmm, oddly, I mostly taught myself DDR. I had a friend who taught me the basics when she introduced me, and I've watched someone better than me two or three times (but mostly just gone "wow, that was impressive"). I've noticed I can often improve by just practicing, but sometimes I realize something specific is tripping me up. I'll go through a song that evokes that a few times, study it, and eventually identify my mistake. Then I'll do some easier songs to practice the corrected muscle memory, and finally test myself on the song that was tripping me up. I wouldn't claim to be amazing at DDR, and it might just be that it's somehow a different skill set, but I actually seem to do pretty well at learning it.

The only trained physical exercise I've done before DDR is swimming, which I was taught at a young enough age to have almost no memories, so I wouldn't assume I have a "generalized Learn Sports" module. (I remember exactly how the instructor described the side stroke, because it immediately clicked with me and I never had any trouble with it once it was explained)