Humans have always been trying to come up with ways to overcome mother nature. The idea of flying always seems appealing, and the first human's attempt to fly (or fall) can be dated back to 1100s in China. It was not until the year of 1485 when Leonardo DaVinci sketched a design for the very first parachute. However, there's no record of successful landing of this model until 515 years later. Eventually on June 26th, 2000, Adrian Nicholas used DaVinci's model to create a parachute and successfully landed it.
Picture retrieved from http://www.skydivingmelbourne.com.au/wow-factor-3/the-history-of-skydiving
The history of skydiving itself is actually dated back to the year of 1797, when Andre-Jacques Garnerin successfully landed a parachute by attaching a canvas canopy and a small basket to a hot air balloon. Later in 1919, Leslie Irvin did the first free fall jump that was recorded.
Skydiving then became popular when the military started using it as a tactical move during World War II. Because of the thrill of skydiving, it eventually became a national sport in 1952.
Picture retrieved from http://www.skydivingmelbourne.com.au/wow-factor-3/the-history-of-skydiving