Here's why:
* Stella is the person who took the dance lessons.
* No one is a pronoun.
* believe is a verb.
* that is a conjunction.
* lessons is a noun, but it's part of a noun phrase ("dance lessons").
* age is a noun, but it's functioning as a prepositional phrase ("at her age").
Nouns are words that name people, places, things, or ideas. In this case, Stella is the person being discussed.