To start learning John Mayall & The Bluesbreakers - Steppin Out chords, delve into these chords sequence to get the song's feel: Gm, C, Gm, G and C. To master the tempo, it's wise to start at 45 BPM before aiming for the song's 91 BPM. Fine-tune the capo based on your vocal range, ensuring it complements the key of C Minor.