It seems like for a lot of people, the classes are a fun and social event. I'm sure many people go to them, without the idea of ever doing a performance themselves!
Also, back in the day, it is likely that a lot of "burlesque" performers were part of chorus line-ups and dance troupes, before striking out on their own as headliners, so they would have had some solid groundwork in various types of dance, as a lot of the most successful performers do today. So they may have made up their own routines a bit more, but they would have had dance and choreographic experience first. Even now, it definitely shows when a burly performer who has dancing experience is compared with one who hasnt.
I'm not saying that anyone can't do it, but it will take a lot of practice and hard work, and it may be that going to a class or buying a dvd would give a better kick-start to someone with no experience.
