Corey Feldman‘s stepping full speed ahead … he’s learning on the fly every day during “Dancing With The Stars” rehearsals, but that’s just part of what he’s got on his full plate.

We got the “Goonies” star and his new platinum-blonde hair Wednesday in New York City … and our photog asked him how his ‘DWTS’ experience has been, and if he’s feeling pressure to perform.

Corey jokingly lets out a primal scream … then tells us it’s nice to be a student again, and he’s soaking it all up, and he’s grateful for a spot on the dancing competition show.

The guy’s a workaholic … Corey says he’s rehearsing every single day and ‘DWTS’ is a lot of work … and at the same time, he’s preparing to drop a bunch of new music, including singles and an EP.

Plus, Corey says he’s got a new artist coming out on his record label.