Dancing at the Edge of the World is a collection of essays, speeches and book reviews on a whole assortment of topics. Feminism, travel, social responsibility and literature are common themes. A comparison with her earlier book of essays (The Language of the Night) shows how much more radically feminist she has become. Many feminists (and most writers of an anti-rational or mystical bent) reject too much that is essential to my world-view to be able to communicate with me effectively. Le Guin never does that — she always offers rather than attacks — and this may explain some of her power.
At any rate I find what she has to say immensely thought provoking, and challenging both intellectually and on a personal level. If you haven't read any Le Guin I would recommend starting with her earlier novels, perhaps The Left Hand of Darkness, The Dispossessed and the Earthsea trilogy. If you've enjoyed these already then you won't find the essays disappointing.