What you'll need:
A Jet Ski on a trailer
Access to a Dock to load the Jet Ski into the water
A car or truck or something capable of towing the trailer (with and without the Jet Ski on it)
And, of course, a Life Jacket
Step 1: Personal Flotation Device
Grab a life jacket before getting on or even looking at the Jet Ski. The water doesn't care how good of a swimmer you are; under the deceptively pleasant surface of the water it is harboring a deep grudge against you for leaving it to walk on land.
Water will kill you. And it won't even send flowers to your funeral afterward.
So grab a life jacket, one of those ones that you can strap yourself into. Chances are if you get thrown from the Jet Ski you won't be in the proper state of mind to swim.
Water, she be a fickle mistress. Much like gravity.