I jumped out of a plane (with a parachute) for my 40th birthday a few years ago. It was one of the most exciting experiences of my life (I made sure not to tell my folks until after I made the jump).
I was in New Zealand, and spent the day by myself. The jump was a little pricey, but with the exchange rate, was still more affordable than if I had done this at home.
I felt strangely calm before the whole thing, but was a little short of breath. That's why the company carried oxygen for any jumps above 10-thousand feet. I wanted to jump at 15-thousand so I could enjoy a little more time on the way down.
Once I made the jump, I didn't feel the sensation of falling. I wasn't scared (although trying to throw myself out of the plane was a different story. I wanted to do it, my brain didn't) It was like I was hanging in mid-air. I did find myself short of breath, but they told us beforehand how to breathe on the way down. Fortunately I was paying attention and was able to do shallow, controlled breaths for the first few seconds.
The rest of the time I tried to take in all I could. The curvature of the earth, the wind on my face, the ground below and how quiet it was. Silence. The only downside was it all happened so fast. I could have stayed up there forever.
I managed to land without fracturing my tailbone (which according to my instructor happens more often than you might imagine) and walked away ready to do it all over again.
In hindsight, maybe it was stupid to risk my life for 3 minute adrenaline rush. But with another big birthday approaching in a couple of years, I'm wondering what I can challenge myself to then?