A skydiver is a person who jumps from a plane and falls through the sky before opening a parachute. The sport is called skydiving, and one jump can be called a skydive; the skydiver is the one who does it. The ending -er means 'the person who…', as in swimmer or teacher: skydive + -er, or sky + diver. Though actually a learner sometimes uses skydiver for the sport itself, the way we might say 'swimmer' when we mean 'swimming' — that mix-up is easy, but English keeps the person and the sport apart here. It is an ordinary noun for that job or hobby, not a joke word.