Summary:
To go diving, first you need a qualified instructor and access to scuba apparatus
Diving can be a truly spectacular hobby, and many people now go on holidays especially to go diving in some of the world's best spots - Australia's Great Barrier Reef, for example, or South America's Galapagos Islands, among many others. What these dive sites have in common is spectacular marine animals, with sharks being a particular favourite, as well as colourful coral and other interesting marine plants.
To go diving, first you need a qualified instructor and access to scuba apparatus. It is a good idea to learn the basics of diving in your home country before you travel a long way to go diving, as you will have more fun in exotic locations if you have at least some idea in advance what you're doing.
The most popular diving holidays are often 'live-aboards', which means that you live onboard the dive boat for the entire duration of the trip. This allows you to save both on accommodation and on the cost of diving, as well as being a unique place to stay. However, be careful to travel light, and take a short trip on a boat first to see whether you get seasick - you'll have no fun on a live-aboard if you do.
There are lots of other things to be careful of if you do decide to go diving. For one, you need to make sure not to come up too fast, as sudden changes in water pressure can be harmful to the body. You also need to be careful about the heat of the water you dive in (it shouldn't be drastically different from body temperature), and about wearing a wetsuit to avoid getting stung by the many underwater creatures and plants that can give you a nasty scratch. Don't worry too much though: as long as you pick a good diving school, your instructor should go through all the risks with you thoroughly, and give you all the equipment and knowledge that you will need to avoid them.