Mine were during my very first jump at Airborne school in Ft. Benning, Ga.
After that first one it wasn't very scary for me anymore and I ended up making around 25-30 jumps out of various aircraft including jet cargo planes like C-141s and the newer C-17s when they were introduced all the way down to a Twin Otter. My favorite one was out of a UH-1 Huey helicopter.
You just sit on the side of the chopper with your legs hanging over the edge. Then when you reach whatever altitude, you have to push off to gain clearance from the skids at the bottom of the helicopter. The sensation of falling doesn't last very long. But it's long enough if you're afraid.