I know traditionally the first dance song is slow and romantic, but "our song" is more fast paced. Even before we got engaged I kept imagining us doing an amazing choreography and dancing to that song in front of everyone! I am so excited to take lessons with my FH and work on building the choreography together. 
Also, after attending a couple weddings with a slow first dance song, I felt like it dragged on and the dance was not interesting. I know we would both feel awkward simply swaying for that long while everyone watched.
Would it be weird to have a fast dance for our first dance? Is anyone else considering it?