You are singing my SONG and dancing my dance here we go
So it's pretty obvious that Finn can't dance. For all that he's the star quarterback, he has no fine motor skills. His handwriting is also terrible.
Jesse and Rachel, however, are fantastic dancers. Both have years of training in ballet and years of Broadway obsessions to aid them on their way
Jesse can joke that Finn's pretty face makes up for his lackluster dancing all he wants, he and Rachel have to teach Finn to dance
Rachel is, unfortunately, a terrible teacher. She gets frustrated easily, says things very bluntly and when things don't go her way she gets VERY upset. Finn doesn't like this at all, and the two get frustrated with each other quickly.
Jesse finds this very amusing. He's not very good at hiding it.
Jesse is also a great teacher. He says things bluntly as well, but he's much better at making light of it. He teases Finn but always makes sure Finn knows it's not serious, and makes Rachel laugh on the sidelines.
At the end of their very first lesson he manages to get Finn to do a decent waltz.
It becomes a bit of a competition between Rachel and Jesse, to see who can make the most progress with Finn after a lesson.
Jesse is winning, by a lot.
He's a smug bastard about it, but they love him anyway.