Dexter told Delilah that she should learn to wiggle when she walks. It gives you a certain flair or je ne sais quoi. It makes you look like you have confidence and aren't afraid of anything. He has noticed that Delilah walks sideways like she is trying to walk in two directions at once. This makes her look afraid. He is coaching her on how to change her walk.
Dexter admits that he has to wiggle when he walks because his tummy gets in the way. His Mom and Dad are working on correcting this, but in the meantime, he will use it to his advantage.