I went a few years back and it was a lot fun, but I haven't been back, although I would like to. The days leading up to and in the plane you are thinking, there is nothing to this. Right before you go out the door, I got a little nervous.... I mean you are jumping out of a perfectly good plane. The place we went to, you are going out the damn plane, so you didn't have a choice. It was my SIL B-Day party so we said that we would go, and my wife jumped as well. It was a tandem jump, so I didn't have to spend a lot of time going through classes. I thought it was going to be like riding a roller coast, which I really don't like, but the feel was completely different.
Once we were out, it was pretty awesome. There isn't a free fall effect, but more like floating. The falling aspect lasted 50 seconds, and then a few minutes once the shoot was open. While we were falling, we spun in circles, but the guy before hand if I was cool with that. Also did some cork screws down once the shoot was open.
The indoor sky diving centers might be fun as a first to see what it's like. I've never been to one, but that might be fun.