1. Classical Mythology. the Muse of dancing and choral song.
2. (lowercase) choreography; the art of dancing.
From the Wikipedia entry:
"Come Dance With Me" is a popular song composed by Jimmy Van Heusen, with lyrics by Sammy Cahn as the title track for Frank Sinatra's 1959 album of the same name.
The song references Terpsichore, one of the nine Muses, and "Basie boots" in reference to Count Basie.