Traditionally, the family dances will be a Father-Daughter dance and a Mother-Son dance, and these will typically take place immediately following your first dance. Depending on your family situation, you may or may not follow the traditional format.
Traditionally, couples will have a first dance. This is typically a romantic song, sometimes the song has special meaning to the couple. Sometimes couples don't have a specific song in mind, so they are stumped when picking out a song for this major event.