I'm pretty sure it never even occurred to me to dance when listening to records -- I've never had any talent or desire to dance, and I find it weird to see people do that compulsive head-movement thing when they hear a song, because I don't feel any sort of inherent urge to convulse to the beat :-P
But I do remember processing around the hearth-rug being the various different animals in "The Carnival of the Animals", chiefly as the Elephant, using one arm alongside my nose as the waving trunk, and the fish :-)
(The Kangaroos would presumably have caused the record-player to skip like anything, but I suspect they weren't encouraged in the living-room!)