Alli:
I'm piping in because I had spent most of my life (much longer than our entire lifetime) unable to hear "what the music is telling me to do" and for decades I found that advice to be the most annoying and frustrating thing that a dancer could tell me. That advice only branded me genetically incapable of having any sense of rhythm and incapable of ever learning to dance.
But it's not true. A sense of rhythm is something that we develop. Of course, some people start to develop it from early childhood and so seem to have it naturally, while others (such as myself) don't start until much later, even well into their adulthood. But it can still be developed. And with it (plus with the experience of actually dancing) comes the ability to hear "what the music is telling me to do". The only hopeless cases are the ones who give up right away.
So if you feel that you can't hear it either, don't despair. It finally came to me and it will come to you too. The key is to keep dancing and to keep trying to hear it.
Of course, if you can already hear it, then that's great!
You would probably want to experiment in your room to start with. Play a song that has a regular beat (the drum, usually) that you can hear clearly. Pick a comfortable rate.
You could try at first to shift your weight from one foot to the other in time to the music. Basically, one weight-shift for each pair of beats (called an down-beat and an up-beat -- I'll let the more expert ones here explain it). When you feel comfortable with one song, try it with another.
When you feel comfortable with weight-shifting, then try a simple step. Again, the experts here can no doubt recommend a better one, here's a basic step my wife showed me once. Remember this basic rule that applies to all dances: a step means that you have shifted your weight from one foot to the next; a tap means that you have moved your weight-free foot, but do not transfer the weight. OK, on the down-beat, step to the left, then on the up-beat bring your right foot next to your left and tap, then on the down-beat step to the right and on the up-beat bring your left foot next to your right and tap. Then repeat. You don't need to lift your foot high, just enough to allow it to move, unless the feel of the music calls for it. Step onto the ball of the foot instead of the heel. And don't stomp, unless the music calls for it.
Did you notice that the weight shifts were the same? And when you slow-dance in closed position (he's holding you), then it's the same basic rhythm as with the weight shifts. From his body's movement, you will know which foot to put your weight on and when (that's known as "following"). Just be aware if he starts to turn or to move in a particular direction that you'll need to move your free foot accordingly.
And you should be able to ask for some coaching from your female friends who know at least a little dancing. It's easier to learn by seeing and doing than be reading a description. And your friends might be tempted to show you a really cool move, but insist that they really help you with the basics; the cool moves last for only a few seconds, but you do most of the dance with the basics.
And relax and have fun with it. Don't worry about making mistakes, because everybody does. And if you start to feel frustrated, don't let that stop you. I still get frustrated with my dancing, but I also know that the only way I'm going to improve is to keep dancing.