the meaning of "go stepping"

[Lost_Soul]

Hi,
I dont get the several expressions in bold, could you help me understand them, please? For your information:he is a plumer, she is one of his clients

[Mister Micawber]

.
1-- Yes, go dancing.
2-- He winked at her. He hoped it made him look sophisticated (worldly wise), but it only succeeded in (made it to) making him look slightly more than stupid (informed vacuity).
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Native English teacher at Mister Micawber's

[Lost_Soul]

Hi, Mister Micawber

Now I comprehend everything. Thank you very much !!!