Everything we do comes with some kind of risk attached to it. There is a 17% chance you will die playing Russian Roulette. Most other odds are hard to calculate but you get the idea.
You have to weigh the odds of dying with the value you ascribe to that activity. A good way to figure out if you should actually engage in a risky activity is to ask how you would feel if you were to die doing it.
I used to ride motorcycles. When I was young, it meant enough to me that I realized I could die and I was okay with it. As I got older, got married, and had kids, I wasn’t okay dying riding motorcycles. So I stopped. Same with skydiving.
If you would feel like an idiot dying doing what you’re about to do then you probably shouldn’t do it. It’s okay to say no.