I've done some swing dancing and a tiny bit of salsa dancing. I've only ever danced as a follow, and in my experience it's easier to dance with a lead who knows what they're doing and is decisive in their movements. I've always thought that learning to follow is a lot easier than leading, but I've met people who've said the opposite, so I guess that's just a matter of preference. (Traditionally leads are male, but I've also known girls who lead, and all of the dance instructors I've met are open to teaching people to dance in either position.)
As for how I learned....well, it's been a long time, so I don't really remember details, but I think what we did in most of my classes was just watch the instructor and try to mimic their movements while you're watching. You generally start by learning simple steps, and you don't really do anything with your arms until you have the steps down. I always thought that learning what to do with your arms was the hardest part, though; I could never manage to do different things with my arms and legs at the same time. That's not as much of a problem with partnered dancing, though, since all you need to do with your arms is hold on to the other person, and pretty much anything else is done with your feet.