Before the dance, Nisa doesn't know what it is called. After the dance, she recounts that, twenty years ago, the government of Brazil forbid the lambada for being too sexy.
Nia is supposed to be an Amazon Princess from Brazil, the glaring mistake being that this character is speaking Spanish, instead of Portuguese, the actual language spoken in Brazil.
At one point, Nisa calls the villain "matador". It is intended as an insult. But "matador" is a bullfighting term. What Nisa really means to say is "asesino" (murderer).