The gym I'm at doesn't have Zumba, but they have a dance-y cardio class called SH'BAM that I've tried a few times (yes, it's as goofy as it sounds). I felt extradordinarily uncoordinated the first time, semi-uncoordinated the second time and pretty much fine the third time.
As long as you're laughing and sweating, what can be bad
?!