I suggest you go to some burlesque shows in your area. During intermission or after the show ask a performer you enjoyed watching, where she learned her craft or if she is a teacher. Many performers are very friendly and happy to talk to you. Also, there are many forms of burlesque, so going to shows will help you get an idea of what style appeals to you. And on top of that, a lot of people don't fully understand what burlesque is..... all the better to go to a local show to see first hand what it's all about.
If you are in a town without a burlesque scene of its own, what's a girl to do? I say get out there and start it yourself. Youtube burlesque and watch and learn. Take some dance classes just to learn movement, and music. You can google different costumes ideas. And practice. practice, practice. Once you have an act, start going to venues that host variety shows, and bands, that's the kind of place where you will be performing. Another idea is to befriend bands, you could learn an act to one or two of their songs and when they book a venue, there you go. Be creative and don't give up. Just remember to ask about the level of nudity allowed, I don't know the laws so learn them yourself. I do know that where a place has a liquor license, you must not show nipples and something about butt crack not showing too much.....
Here are a few links to burlesque schools. The only one I can say is worth going to is Bombshell Bettys, but that's because I went to her class, and she is amazing at what she does. If you are in San Francisco area take the classes from her!
These are just links I found thru google.
California Burlesque Classes;
San Francisco~ 1 .http://www.bombshellbetty.net/
3. http://www.truvytrollop.com/ (workshops only)
San Diego~1. http://www.oohlaladancecompany.com/index2.php?v=v1
2.San Diego Burlesque Classes & Paries by Mimi Le Meaux~
Orange County/ Temecula~ http://www.ocburlesque.com/
New York Burlesque Classes;
Portland, Oregon Burlesque Classes;
Seattle, Washington Burlesque Classes;
Colorado Burlesque Classes;
Fort Collins ~ 1. http://www.juliadiverdi.com/html/burlesqueclasses.html
Denver~ 1. http://viviennevavoom.com/
Columbus, Ohio Burlesque Classes~ http://www.vivavalezz.com/main.php?p=cba
London, England Burlesque Classes~ http://www.burlesquebaby.com/