Step aerobics is a great way to get in shape, but a high-intensity class might be intimidating to someone attending for the first time. Start by taking a beginner�s class and watching the instructor to learn the basic steps. Once you have mastered those, you can move on to more challenging routines. The great thing about step classes is that you can adjust the step�s height, and thus the intensity, to your liking. You should mention any concerns that you have to the instructor before you begin. Take plenty of water breaks, and rest if you experience pain or dizziness.