If you get cold easily, I would suggest wearing long pants and long sleeves. It's a lot cooler at the altitudes that you jump from. You want to wear closed-toed shoes as well.
Be careful of what jacket that you wear if you do, that there are no tassels or loose enough things to flap in your face. It will make an unenjoyable experience throughout the free fall and on.
I would say wear something very comfortable. Not too baggy as you r gonna wear gear on top of it.
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