Most people can remember their dreams now and again, and sometimes dreams even have a deeper meaning, a school of thought proposed by philosophers such as Sigmund Freud and Carl Jung. Skydiving is a common topic or event for dreams, and this is what it could actually mean if you dream about it.
Dreams often involve our subconscious working out something from our real lives, so when you dream about skydiving, it might mean you need excitement in your life (which can be achieved by going skydiving, for a start). Your brain may also be telling you to get out of a stagnant situation, such as a job you don't enjoy.
Skydiving dreams can also mean that you are trying to work out a persistent fear; worrying about risk could be holding you back from taking a big step. If you are specifically holding a parachute in your dream, you value your safety and have a backup plan, but it can also mean you want to break free of constraints.