As you can guess from my screen name...
Yes, I have jumped. I have 163 jumps under my belt. Sounds like a lot if you've never done it, but to skydivers, it's really not that many.
No, you do not have to go tandem (attached to someone) for your fist jump. In fact, I never have. Your first jump should include around 3-6 hours of ground school/training and a jump.
Basically, you get the cab ride to the sky, you jump about 12,500 ft above the sweet earth, with one or two guys rith there holding on to you with bear hands.
You freefall for around a minute, untill about 4,500 - 5000 ft, then pull. You are then on your own, under parichute, for around 4-5 minutes of gliding untill you land, which if you do it right, is a tippy-toe event.
I only intended to do it once, so I wanted to do it right without a tandem instructor.
I jumped.
I landed.
I did it again, and again... 162 more times.
You can be licenced in about 20 jumps, which is expensive untill then, but after you are licenced, and have your own rig, it's actually a cheap sport.
Its about $15-$25 bucks a ride (airplane cab fare).
I'd go every other saturday and do 4-6 jumps or so in a few hours.
I've done solo, freeflying 9on my head (etc.) , sky surfing, and RW (forming patterns in the sky with others while freefalling).