Skydiving is one of the ultimate thrills you can have, provided you're not scared of jumping out of an airplane or helicopter, or generally acrophobic (which comes with the territory). Fear is obviously the main deterrent to those unadventurous types who dare not skydive, probably with the thoughts of anything that can go wrong when free-falling toward the earth from 15,000 feet. But let's cite some facts about the infrequency of skydiving accidents, so that the not-so-daring might reconsider.
First off, I'm not going to lie; accidents do happen in the sky. But they also happen on the ground, in the approximately 10 million car accidents per year, according to a report by the US Department of Transportation. About 40,000 of these accidents result in fatalities, simply for doing something that many people consider a necessary everyday activity. And are you afraid of driving or riding in a car?
Compare that against the statistics of skydiving accidents. According to the United States Parachuting Association, there are an estimated 3 million jumps per year, and the fatality count is only 21 (for 2010). That's a 0.0007% chance of dying from a skydive, compared to a 0.0167% chance of dying in a car accident (based on driving 10,000 miles). In layman's terms, you are about 24 times more likely to die in a car accident than in a skydiving one.
With that said, the answer to the question is that skydiving accidents are not common at all. And according to statistics by the US Parachuting Association, the average number of fatalities per year has been in a steady decline from decade to decade; it's almost been cut in half of what it used to be in the 1970s. So rest assured that skydiving may have its risks, but they are extremely minimal. And being someone who's been skydiving, I can tell you that running that small risk is worth it; there's nothing like the sensation of flying down the sky with the earth below you in every direction - indoor skydiving doesn't even come close. Of course, you should make sure you have a parachute or tandem guide with you, unless you're as daring as extreme skydive instructor Scott Palmer (as seen in Jackass 3D) or Red Bull-endorsing motorsports daredevil Travis Pastrana, who have both jumped out of a plane without a chute (see video below).