der Step
step
A single step or sequence of steps in a dance or in a sports exercise such as aerobics.
Die Choreografie besteht aus mehreren schnellen Steps.
The choreography consists of several quick steps.

step
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step
A single step or sequence of steps in a dance or in a sports exercise such as aerobics.
Die Choreografie besteht aus mehreren schnellen Steps.
The choreography consists of several quick steps.

'Step' is a word from English that is used as a noun in German. It is almost always used with the masculine article 'der'.
Der erste Step ist immer der schwierigste.
The first step is always the hardest.
A very common expression is 'Step für Step', which means 'Schritt für Schritt' (step by step). It is often used in project management or when explaining a process.
Wir gehen den Plan Step für Step gemeinsam durch.
We will go through the plan together step by step.
In the context of dance or sports, 'Step' is often combined with verbs like 'machen' (to do/make), 'üben' (to practice), or 'lernen' (to learn).
Im Aerobic-Kurs lernen wir heute einen neuen Step.
In the aerobics class, we're learning a new step today.
step
'der Schritt' and 'der Step' can both mean a single movement or a part of a sequence. 'Schritt' is the normal German word and almost always fits: when walking, in instructions, or in a plan. 'Step' is borrowed from English and sounds more modern or more specific. You hear it especially in dance, fitness, apps, instructions, or work contexts that use English terms. The words are easy to confuse because 'Step' often simply means 'Schritt'. If you want to speak neutrally and generally, use 'Schritt'. 'Step' fits when the context sounds sporty, technical, or very modern.

Beim Tanzkurs üben wir heute einen neuen Step.
In dance class today, we're practicing a new step.
Ich erkläre dir jeden Schritt, damit du die Übung richtig machst.
I'll explain every step to you so that you do the exercise correctly.