Coach asked the same question at her dance camp a few months ago!
I would explain that learning to dance is a journey, that things will need to be revisited and revised many times, because we do not have the technique necessary to get them "right" the first time and because words are a very inaccurate method of conveying physical action and sensation. We need to be kind to ourselves and realize that we weren't "wrong" in our prior understanding, we were doing the best we knew, and the opportunity to improve is a very good thing.
"Nobody looks decent in that much turquoise."
"He's not your friend. Turn around and walk away, right now."
"Your dance partner will develop an unholy addiction to print shirts."
"That year you tried to learn to like stuff just to fit in isn't going to work, because your personality still blows."
"Be ready to make a lot of friends twenty years older than you."
"Your Latin won't always gargle- someday, someone will actually appreciate the work you've put into it, because they'll be able to see your hard work instead of just your size."
"You will actually polka. And like it."
"Doesn't matter what choreo you come up with- if your pivots are crap and your head weight is like a cat in a dryer, it will look ridiculous."
Don't forget to have fun. There will come a time when this will get very, very hard but you will get through it and the journey is SO worth it. So enjoy it, and know that you really do love it, and don't be afraid to show it.
"Don't buy a house. Put that money into Apple stock instead".
Oh, wait. You mean what would I tell myself about *dancing*. In that case it would probably be something about the importance of quality instruction and the pointlessness of doing things in half measures.
Find a lady coach sooner. Men know what they want out of a frame but don't always know how to convey how to get what they want to feel from you properly. Lady coaches know how to accurately describe how lady frame should feel.