Random person via network, but I've just started hitting Zumba classes. I have no sense of rhythm, I have no idea what I'm doing (although I'm a lot more comfortable now than when I started), and sometimes I take breaks amidst all the bouncing about. That being said, I've found it a lot of fun, because we're mostly all just flailing about together and because I never get any kind of judgmental vibe. Skill level and ability vary a lot in the classes, and that seems to be okay.

I completely second the above mentioned advice about trying different teachers. There are a handful of them at the place I go, and they all have different styles: I really like the styles of two, like a third, dislike a fourth, and haven't tried the fifth (although I suspect, based on what I've heard, that I wouldn't be a fan).