Decide which style of Caribbean dance you want to learn. The Caribbean is made up of dozens of islands which, combined have developed hundreds of dance styles. Mambo, meringue and beguine are all styles of Caribbean dance each with roots on different islands (Cuba, the Dominican Republic and Guadeloupe respectively). Limiting yourself to a few specific styles of Caribbean dance will ease your search for lessons and futher information.
Take Caribbean dance lessons. Sometimes being around other beginners is a great way to push through the insecurities that come with learning any skill. Many cities have classes in various forms of Caribbean dance in series and class by class basis.
Frequent Caribbean bars. Dancing is a large part of bar culture in general. The same is true at Caribbean bars. Learn from dancing with and watching people who are experienced in the form Caribbean dance you are interested in. Find a partner to dance with who would be willing to show you the moves. Learning in casual settings with informal partners will help you be more comfortable with your new dance moves.
Watch and practice with instructional videos. YouTube has several videos of Caribbean dance -- including Jamaican, Haitian and Cuban styles of dancing. Search for the specific form of Caribbean dance you want to master, like "meringue." Watching YouTube videos and practicing the demonstrated moves is a popular way of introducing yourself to moves. Instructional videos and DVDs are sold at websites like salsaisgood.com. The "You Can Dance" series also features Caribbean dance categories like mambo.
Expose yourself to Caribbean cultures. Learn the history and traditions behind the dances you are learning. Many Caribbean dances are simply for fun and self expression, but others have substantial cultural significance. For example, the Dinkimini a Jamaican dance, is tradiotionally performed at wakes. Understanding and respecting the meaning behind the dances you are learning will make your experience with learning and practicing Caribbean dance more profound.