I think you look beautiful, and radiant, and very happy in this dress. Look at your face! This dress is a keeper! You can doll this dress up with some showy earrings and pretty makeup (Target has some very cute flamenco-style earrings right now in colors and metallics) - and you can dress it down for other uses, such as work, or church.
It would be a sin to cover those killer legs - I don't think you need capris underneath! If you aren't sure about bare legs, get some hose or some nude dance tights from your local dance store.
If you are unsure about the dress, keep the tags on, keep looking, but at least the pressure is off, knowing that you've got a lovely dress that you can dance in, waiting for you in your closet