Trivia: Alice's impending battle on the "frabjous day" with a creature referred to as a "Jabberwocky" is a central plot point, and refers to Lewis Carroll's famous poem "Jabberwocky," from which other characters in the film, such as the Jubjub bird and Bandersnatch, are derived. However, the titular creature of the poem "Jabberwocky" was NOT a Jabberwocky, but a Jabberwock. For whatever reason, the writers of the film chose to call it by the [admittedly similar] title of the poem instead of the actual name of the creature. (For the full text of the poem, see http://www.jabberwocky.com/carroll/jabber/jabberwocky.html).
Trivia: When Alice walks through the little door and arrives in Underland, pay attention to the tree next to the stairs. It is the same tree as the tree of the dead in Sleepy Hollow, another Tim Burton movie.
Trivia: In the Red Queen's castle, after the Mad Hatter is arrested, you see a large mural on her wall around the doors. There you can see the Red Queen riding the Jabberwocky in the same looking armor as Alice later wears. You can also see the Pheonix from the book "Alice's Adventures In Wonderland"
Chosen answer: She is proving a point that she is not going to follow the boundaries of English society, the Mad Hatter futer-wagoned, that was where she got the moves. It also showed the crowd that she wasn't wearing stockings.