Answer:
You can't keep this until you have given it. What is it?
The King of Pop's stellar dance move
What kind of room doesn't have physical walls?
In many hallways you would stand, if not with this in hand.
I am the first you ever saw, what greets you every morning and what goes out in the end.
All about, but cannot be seen, Can be captured, cannot be held, No throat, but can be heard. Who am I?