Rumba is one of those dances that requires a lot of control though your centre and needs to be carried by the style and presentation of it more than the footwork alone. Because it is generally quite slow, especially when learning the basics, Rumba needs to utilise all the hip movement that it can and must be very conscious of the music and its impetus for movement.
Concentrating on connection with your partner and sustaining movement throughout the steps will give you the smooth and sultry style that is associated with the Rumba. Because the steps are slower, and in general, slightly less complicated than other latin dances, this is a great opportunity for you to pay close attention to the give and take connection between you and your partner. And, to make sure that each move is actually being led and not simply done because it has been taught.
Making sure that you never stop the movement of the dance - by maintaining control of your movements at all times and sustaining your hip action over the course of all the steps - will help you to feel as though you are settling into this dynamic and luxurious feeling dance. But if you allow it to get too squared off and prescribed, it can easily lose its appeal.
My strongest advice is simply to relax and enjoy it!