Without chaos in the world there is only order. Order would imply a perfect world, or in the case of Nietzche's quote, a perfect self. If one is perfect, he would find no need to create anything, even a dancing star. In this case the dancing star represents something unique, perhaps something that represents that person. Order is boring. The only way to create anything substantial is through imperfection. Another interpretation would be that chaos represents inner turmoil and the dancing star holds salvation.

add: Chris would add that perfection is relative. This is essentially the difference between Newtonian science and post-normal science: why? Because the observer and the observed both must be part of the equation. Because perception is relative.

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Perfection is a tricky word. Dictionary.com describes perfection as the highest degree of proficiency, skill, or excellence, as in some art. How is it that perfection only applies to qualities, and not as the person themselves? That is unless the art to which the definition refers can also be a state of being? Socrates would dislike that Perfection is not defined. But then again, Socrates was crazy. From the way perfection is defined, it would seem perfection is relative. For example, I could be amazing at catching butterflies. In fact, I am the best butterfly-catcher in the world. But I believe that I could be a better butterfly-catcher. Thus I am not perfect but according to the conventional definition I am. Does that make sense? But that is besides the point. The highest degree of anything can only be found by comparing it to something lesser. Just as an organized room is only organized when comparing it to a disorganized room. Perfection cannot be measured, but only when combining the idea of "skill" or "being" with the idea of infinity. I just defined higher being. A higher being is the only entity without chaos within themselves. They cannot create a dancing star. Think about it. I will go no further.