My wife once told her dad that she wanted to try sky diving. He works for the FAA and has access to all the accident reports that have to do with planes. Well my wife started receiving emails every day from her dad of sky diving accidents. She decided she would not make the jump after all (not cause she was scared, but just to make the emails stop). What he doesn't tell you is how many people do it and walk away just fine. She is lucky he doesn't work for the DMV or he would send her car accident reports when she wants to buy a new car
I would love to go sky diving, but I doubt I would ever get up the courage to jump out of a plane. The only way I would be able to do it is one of those tandem jumps, but I doubt I will ever try.