Anything pleasurable could be associated with sin. Dancing is out of the question. Courting, or dating, would likely be set up between families. Of course, since these things are forbidden, the Salem girls sneak out to dance and make a potion to charm the boys the secretly covet.
In the play, Reverend Parris seems to relish the dangers of sin and the torments of hell more than any other minister before him. Notice how Proctor laments to Hale that he might attend services more often if Parris didn't preach about hell so much.
The Puritans are not to dance, as this is sinful.
When Reverend Parris spies the girls dancing and confronts Abigail with everything he saw, she admits to dancing. She is willing to be whipped for it, but denies anything else.
Most any entertainment would be denied-the Puritans were about hard work and prayer. Dancing and indulging the curiosity of witchcraft is sinful.