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In (or out) of step conforming (or not conforming) to what others are doing or thinking (literally, putting (or not putting) one's feet forward alternately in the same rhythm as the people one is walking, marching, or dancing with).

one step at a time proverbial saying, mid 19th century; recommending cautious progression along a desired route. In the hymn ‘Lead, kindly Light’ (1834), the theologian and priest John Henry Newman wrote, ‘Keep Thou my feet; I do not ask to see The distant scene; one step enough for me.’

See also it is the first step that is difficult, the longest journey begins with a single step.

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