When you go skydiving, generally, you are not going to jump out of the plane on your own the first time. Instead, you are going to engage in a tandem skydiving experience. With a tandem skydiving experience, you will be attached to a more experienced skydiver who will have the bag attached to their back. 1. Wear the Right Clothing First, it is important to wear the right clothing. You are going to want to wear clothing that is slightly tight or well-fitted.