You solicited advice about the dance floor and anything in general. We aren't much for dancing but like to watch. My observations is that the women(as with most anything in a club) will initiate contact if there is to be any. Your wife will be fine, just assure her she's in control and nothing will happen that she doesn't want to happen but encourage her to open up to the idea if not the actual contact. The more she plays this through her mind, hopefully the more sexy she'll find the ideas that plant themselves there. You'll find some aggressive guys occasionally but that's not the norm. If you are approached by a couple that gets too aggressive be firm. Your wife will appreciate that. Funny thing about dancing...A guy just has to have the guts to make it on the floor, swing his hips a little and the woman will be doing the rest. It's actually fun to watch. I wish my wife would dance without having to get liquored up. It's a great way to meet and interact. People will comment on your clothes or lack of, the ladies shoes, her moves. It makes them feel sexy. By dancing your are opening yourself up by showing you are a fun and social person. That's my two cents on dancing from a non dancer(for the most part)
Other advice...You have the right attitude about just going and getting a feel for the place. Probably best not to jump in with both feet. We didn't but I will share with you some things I learned along the way. I was totally prepared for all the things that I though could happen. We had safe words, signs and signals for getting into or out of a situation. I knew what she expected, how to identify when her line might get crossed and how to get out of a situation that wasn't comfortable. We talked extensively about kissing and condoms and what each of us wanted and expected, all the practical things. We fantasized, we went to a club just to watch the first time, get a feel. She ended up getting turned on and we played just the two of us in an exhibitionist sort of way. We had fun.
The next time out was a disaster and I was completely unprepared. We went to a different club, got there early and stayed for a couple hours. We wandered around the place looking for people to talk to, maybe watch something going on. The vibe just wasn't all that good and it wasn't happening for her. About midnight, just about the time things were starting to happen she said she was ready to leave. I got upset because I didn't think we were giving it enough time. It didn't matter. She wasn't feeling it and I wasn't prepared for that. My expectation, due to the first outing, was that we would at least play. It wasn't going to happen and the more I tried to convince her to stay and give it some more time the more adamant she became about leaving. I heard what she was saying but I discounted her feelings In doing so I totally failed in removing her from a situation she didn't want to be in any longer. I didn't expect it to turn out that way.
One other time we went to what has become our favorite club. I had had a long day and was tired. Looking back it would have been better if I had just admitted that I probably wasn't going to be able to stay up late. I also had a minor injury that was bothering me that was exacerbated by my long day. By midnight I was the one calling it a night and it caught her off guard. I just didn't feel it. Didn't see anyone I was interested in and even if I had didn't feel like I was up to performing. She got a little upset with me and it was a quiet ride home and a quiet Sunday. After we finally came back together to talk about things and related the two incidents we realized that we had to be more in tune, go with the hope of having fun but not the expectation that something had to happen. It would be totally fine as long as we were leaving together. Once we got that behind us we've been able to have lots of fun whether it's just us or with another couple. She now wants to try a MFM which is fine with me. I love watching her when we swap. I'm sure I'll love making her the center of attention.
The point that I'm trying to make with the long winded anecdotes is: Be prepared for the unexpected. She is your princess, treat her as such and let her set the pace. Work out things that don't work and build on the successes. You should always see your biggest success as the fact that you walked in together and left together. First and formost this should be about the two of you together not one of you getting what you want with the other's permission. At least not at this point in your journey. It may take some time for her to loosen up and get comfortable with sex with others in reality. Be patient because when she does decide she likes it you'll be in for the best times you can imagine.