One of my coworkers has a lot of cheesy little knickknacks all over her desk. She used to own a store that sold them, but it went under (go figure). There is one that hangs up and has a saying written on it that I thought was pretty cheesy until I thought about it some. It says, "Dance like there is no one watching."
I guess what it's trying to say, literally, is to dance with abandon. Figuratively, though, I think this is frame of mind to take into all aspects of life. To approach everything with that same fearless abandon. J-Mom is this kind of person. Literally and figuratively. She'll jump up when a song comes on TV and dance with it -- usually trying to get the kids to dance along. She approaches situations thoughtfully, but without a care about what anyone else thinks. That's a hard thing to master.
I know I've never done it.