There is nothing more thrilling than an excellent skydive. However, it is also the scariest experience that you can go through, especially for first-timers. This is because the moment you leave the plane and start free-falling through the air, there is very little that you can do to turn the situation around. However, this should not scare you from having the time of your life. What you need to do is study the sport well and understand its pros and cons.