A dance hall should include a wall-length mirror and a specially surfaced floor. You can bring your own musical equipment or order it at the venue. It'll most likely have an entrance area for changing your shoes. Take note of whether there are changing rooms or showers available.
Dance is about movement. The venue for this kind of event should be spacious enough that everybody participating can feel free and not have to worry about bumping into one another. You might want to check whether it includes a changing room, shower, and toilet.