I personally think it’s perfectly okay. Ballet is a form of art and there is nothing indecent about it. I think it all depends on the person’s heart. If someone is truly devoted to Jesus and has a servant’s heart, they can go ahead and do ballet. I wouldn’t do it if it stirred my heart to be proud/arrogant or whatever. But ballet itself is fine, why not? 🙂
Yes, it can be hard to pick a place to dance because not every place offers modest costumes that are appropriate for Christians to wear. I had a difficult time like that with volleyball because my school offered very immodest clothing for volleyball players. It took time and prayer and lots of conversation to get to have more modest outfits. My advice would be to check out different options and let the ballet teacher know that you are a Christian and would not consider wearing anything immodest, in a respectful way. 🙂 Good luck and God bless!!