Here is one of my dance class pet peeves: when I'm standing in front of the class giving a mini lecture and someone is doing anything BUT listening to me--talking to their partner, practicing the move (wrong), whatever. First, it's rude. Second, chances are good that if I'm explaining or re-explaining a concept, it's because you're the one who needs it. It disrupts the whole class, because you're going to ask me a question about what I spent five minutes talking about and I'm going to have to explain it AGAIN. I'm also going to have to come over and correct you when you torture your partner by continually doing the pattern wrong because you weren't listening.
When you talk or practice while I'm talking, not only is it disrespectful to me and self-defeating because you're missing something important, you're also affecting your partner, because you're distracting them so they don't hear what I'm saying, either. Now there are two people in the dark.
Dance class is a two way street. I can only teach you if you are willing to learn. That means listening when I talk and watching when I demonstrate. If I say, "Watch me first. Don't do it, just watch," that means don't follow along with me. Just watch. I don't know how many different ways I can say that. The reason I don't want you to do it with me is because you won't see the whole thing, and it will be harder for you to learn (which makes my job harder). I always have you follow along and do the step with me 5-10 times after that, so you will get plenty of chances to practice.
It's important that you focus in class and try to absorb as many of the concepts as possible and not move up to the next level until you have pretty well mastered those concepts. Yes, there is a lot to learn. Sometimes this means taking a class 2-3 times before you move up. Taking notes and practicing between classes will help. However you do it, you need to invest yourself in the class and try so the teacher can teach you. Otherwise, why are you there?
You are paying for the teacher's expertise--this is not just their expertise in dancing, but also in teaching dancing (although some dancers are not as good at teaching as they are at dancing). Trust that they know what they're doing. Follow their instructions. You'll learn so much faster than going along doing your own thing!