I want to leave this dace.
What makes you want to leave the dance?
I'm just not having a good time at all.
It is fine to leave a place early if you aren't having a good time. It sound like the dance is supposed to be fun but it doesn't make sense to stay if you aren't enjoying it.
I am going to leave now.
I hope that you have fun with whatever you choose to do. A dance is meant to be fun, and if you weren't having fun then this is for the best.