Men should wear a suit (or shirt and jacket), as most women will tend to dress up nicely for a milonga. Usually you can tell who's a better dancer from the way he's dressed. Take care of your personal hygiene, use a deodorant or perfume. Have breathmints ready. Don't dance if you are sweating a lot, it is always a good idea to bring a fan or a handkerchief for that.

Cabeceo is a non verbal way of inviting each other to dance. By using Cabeceo, it is ensured that both the man and the lady want to dance with each other at that particular moment. When the tanda starts, leaders and followers look around to catch each other's eyes. When a pair establishes eye contact, the man will gesture to the lady and the lady responses with a nod. The man then walks to the lady, and it is not until he is in front of her that she will stand up and both enter the dance floor together. After the tanda, the man escorts the lady back to her seat.

The Music at a milonga is played in sets of 3 or 4 tangos, forming one "Tanda", with a piece of non-tango music called the "Cortina" in between each set. The beginning of a tanda marks the time when you should start inviting people to dance, while the end of the tanda (or the start of the cortina) marks the time when the dance is finished and the leader escorts the lady back to her seat. There should be no dancing during the cortina. 

DJ will play non-tango music between the two Tantas. People take a break from the dance and leave the dance floor; the man should escort the woman back to her seat before he returns to his seat by himself. You may order drinks and chat with friends at the same table; or, go to the dressing room to tidy up. Remember not to stay and wait for the next tanda on the dance floor during a Cortina.

The milonga is one of the public places, you should avoid to aim someone with a camera and take a video before getting their permissions.

很多新手初到舞會，男生邀約處處碰壁或女生無人邀約，在舞會裡乾坐上整晚。其實，探戈新手在充份練習，充份掌握探戈的律動之前，無需急於頻繁涉足舞會。除非是有著天生交友廣闊的個性，或是年輕貌美矯好身材，這類人相對比較容易渡過一開始的等待適應期；但是長期而言，總會有更年輕漂亮的新人加入，外表的條件終會逐漸失去它的優勢。有些新手不懂Cabeceo卻直接走去跟資深舞者問舞，常被禮貌的委婉拒絕而碰了一鼻子灰。新手常想要多"練習"，但好舞者並不會想在舞會裡跟人"練習"，亦不一定想跟不熟悉的新手跳舞。他們享受舞會探戈的方式，和享受美酒一樣，淺嘗則止，卻餘韻無窮。因此建議新手們先在課堂上交上三、五好友，互相切磋練習，才一起攻略舞會。若想跳到更有經驗好舞者，唯一的方法是持續的上課與進修，在自己的舞藝上持續的精進，讓自己也成為他人想要邀約共舞的對象，才是舞會生存的最佳良方。