Walk briskly, as in He stepped out in time to the music. [c. 1800]
Also,
step outside. Go outside briefly, as in He just stepped out for a cigarette. [First half of 1500s]
Go out for an evening of entertainment, as in They're stepping out again tonight.
step out with. Accompany or consort with a person as when going on a date, as in She's been stepping out with him for a month. [Colloquial; early 1900s]