The phrase isn't about actual feet but a metaphor for lack of grace or coordination, mainly in dancing. Even with practice, he still jokes that he has two left feet.
Pro Tip 2/3
Self-deprecation
People often use it humorously to make fun of their own dancing skills. Whenever salsa is mentioned, Maria laughs and says she has two left feet.
Pro Tip 3/3
Casual Context
Use it in informal situations. Formal settings might require a more straightforward explanation. At the party, when asked to dance, I admitted to having two left feet.