Skydiving is definitely the most fun you can have with your clothes on. If you stick with it long enough to get off of "student status", it becomes much more enjoyable. The next step then is to get your own gear. That's when you start spending every weekend at the DZ, and you start going broke

. Oh, and yes, the primary rush is the freefall for sure. However, for some of us stupid enough to fly tiny elliptical chutes, the time under canopy can be quite a thrill as well.
Anyhow, if you are doing a tandem, your instructor will be doing all the work. So, the idea is to relax and have fun. Obviously, you should still pay attention to what your instructor tells you, but you will most likely forget it all when you get in that doorway at 14000 ft.

(which is normal).
All of the advise so far is great. Two things I'd add:
#1: Remember to look at the videographer and/or take in the great view, as opposed to becoming visually locked on the ground below.
#2: When the instructor signals for you to pull the ripcord, do so and hold onto it! A lot of students will pull it, then wing it out into space. If you happen to do so, it's no biggy, but you will probably be paying for a replacement (they usually forget to tell you that part).
It's also a good to call the DZ for a weather report before you leave, especially if it's a long drive. If you are close to the weight limit, I would recommend jumping on a day with a good steady breeze. A no-wind landing at high wing-loadings on a tandem rig can be interesting.
AFC-911: Florida has a few excellent DZ's, Z-Hills being one of the best. The other's that come to mind are Space Center, Sebastian, and Deland. If you visit the
USPA website, you can find a complete list.