where's a good place to go Sky Diving for a first timer??

Answer 1

The first time will be at the discretion of Your instructor. After that, and much practice You will be able to make Your own choices based on personal experience, rather than that of others.

Answer 2

It really depends on your budget, but New Zealand is sky diving heaven. Imagine falling to the earth with nothing but mountains and water all around you. They also have really experienced instructors there who can teach you the basics and make you feel comfortable doing something so extreme.