underwater

I was never able to have one of Mog's dance, I only know that it is underwater.

Before going to the floating continent have Mog in your party and go to the Veldt. Take the serpeants trench and he'll learn it down there. After that it's a bit of a walk and a sail to get back to your airship, but that's what it takes.

It can only be learned in the world of balance.

The other one people might not know how to get is where you take Mog into Narshe in the World or Ruin. You might as well take him as you run through it and get Umaro all in one trip.

How do I get Mog in the world of balance?

There's a storeroom with treasure in Narshe. Later in the WoB, if you go in there Lone Wolf is stealing the contents of one of the chests. Chase him through the mines and you'll end upby Tritoch, back behind the 3-way battle screen. He'll tell you to not move or the moogle gets it. Stand still and don't do anything, and the moogle will squirm, and they will be knocked to the edge of the cliff. If you pick the moogle, Mog joins your party. If you pick Lone Wolf, you gain a Golden Hairpin. Just remember that you can only choose one, so I always choose Mog.

Thanks,
I'll try it right away

You can get golden hairpins later in the game anyway, so don't worry about the loss.

I believe Mog becomes available right after you get Terra back from Zozo.