One day years ago I was at work at talk turned to the topic of skydiving. At the time, I was working at a small airport in New York. A group of us decided that we wanted to try it. The only thing that people were complaining about was the price -- $230. A group of 8 of us decided to go. The nearest place to skydive from was a field in Pittstown, New Jersey over an hour away. The company was called Skydive East.
As it turned out, everyone chickened out at the last minute (or said it was too expensive) and there were only two of us left. The class took about 4 hours to get you ready for your first jump. There are a few different ways you can jump for your first time.

I did a Static line jump. It was from about 3000 feet. The four hour class was mostly about drilling emergency procedures into our heads in case we had to use our reserve chute. (which was around our waist) They had a 'mock up' of what the airplane was like made out of wood that we practiced jumping out of. They also made us practice our landing technique (called a parachute landing fall) by jumping off a wooden platform from different heights. The instructor taught us how to steer the chute to make it into the landing zone. He used a blackboard and showed us a few short videos. He was very good. After the class was over, it was time to jump!
As it turned out it was too windy that day, so they wouldn't let any first time jumpers go up. I had to come back another day before I made my jump.
Well, the big day finally arrived. We picked out boots and overalls and loaded on our chutes. We packed into the airplane (just a little sessna) and took off from a small dirt field. There were four of us and the instructor besides the pilot. They had removed the seats from the airplane (except the pilot's) so they could fit five inside. We sat on the floor, three facing forward, and two facing back. We were packed in like sardines, with our legs folded up and inside the person's across from us. The door on the plane had been modified so that it hinged up (like the Delorian in Back to the Future) and out of the way. There was one little step out from the door to put one of your feet on. When my turn came up, I inched over to the door on my butt. The instructor hooked my ring into the wire attached to the airplane. Now, the instructor had warned us that when we got out on the wing, the wind was going to be real strong. He was right! We were supposed to go out in three steps:
GO! - push off with your hands and put your arms into the free fall position (all the way out and back as far as they will go). That way you fall face down instead of spinning or doing a somersault.
GO! - I am so worried about losing my grip that when I push off I forget all about what I am supposed to do next!
I don't pull my arms back and so I'm falling face down (kind of) but I'm turning as I drop! Talk about sensory overload! There is nothing that can prepare you for what it feels like when you jump! It's more overwhelming than I ever expected! BANG! I'm jolted upward as my chute opens! I regain my head a little and remember that I'm supposed to check my chute to see that it opened correctly. I look up and the lines are twisted a little because I was spinning when it opened. I reach up and grab the lines and pull them apart. This turns me slowly around and untwists the lines. I reach up for the steering toggles and grab one in each hand.
I check out the ground then I realize how totally amazing the world looks from this perspective. It feels like I'm just hanging there about 3000 feet up and not moving at all. A small gust of wind hits me and slows my decent. To me it feels like I was just pulled upward and to the side. I yell aloud, 'Wow!' I've never felt or seen anything like this! I try steering a little and it's fun. I say, 'wow' about ten more times. As I get closer to the ground, the instructor tells me what corrections to make to my decent to land on target. (I have a one way radio strapped to my stomach) They teach you not to look straight down before you hit, because you will mess up your landing. You need to keep your legs bent and springy, and if your looking at the ground, you tend to stretch your legs out trying to figure out when you are going to hit. My landing was PERFECT (about the only thing I did perfect). I hit the ground and rolled just the way I was taught. I'm sure I said, 'wow' a few more times. I was a little sick to my stomach after I got back on the ground, but who cares? It was amazing!