You're planning a first date and you want to impress her. You want to be impressive, you want the evening to be fun, you want to shine. You have your "goals" for the evening. As you're planning this evening out, also consider that your date has some goals as well. She wants to seem impressive. She wants to seem worldly. She wants you to think she is feminine and attractive.
Whatever you're planning, make sure you are giving her a chance to have a winning date. You might think it's fun and a memory-maker to do skydiving, but are you putting her in an uncomfortable situation and not giving her the chance to be "successful"? If you don't give her a chance to shine, you might not see some great qualities in her and she's not going to feel good about the date no matter how "thrilling" it is.
Plan the date to let her be pretty.