Did he just say dance? Well, he had said several other things before that, a lot of it having to do with Anna's appearance and the decor of the house, and though she giggled and blushed at the compliments of her beauty - one she really regretted not following up on with a handsome comment, but the implication was there, her mind simply latched onto the question of dancing. Anna hadn't danced officially before, at best she watched a lot of cartoon movies that contained a dance scene and she would sometimes emulate that with a stuffed animal, but that was hardly a substitute for the real thing. 

But Hans was so handsome, and so tall...and what harm was there, really? Sure, there was the possibility of her falling and getting photographed....but a few phone calls and that photo never saw the light of day, right? Right. Elsa could handle it. Probably. "Yes. I would very much like to dance! Let's dance!" She grabbed Hans' hand and swung it wildly.