the sky is the limit
You certainly can.
Indoor skydiving itself cannot help you lose weight. However, it is recommended that you go on a detox diet before skydiving to promote better health in it's participants. http://California-sky-diving.blogspot.com/2010/10/can-detox-diets-help-you-lose-weight.html
When skydiving, your body is also exposed to the same outside pressure as your head, so there is no significant pressure difference that would cause your head to explode. Additionally, our bodies are designed to adapt to pressure changes, and as long as the pressure change is gradual, there is no risk of your head exploding while skydiving.
your weight is unnoticeble while climbing stairs because you are resisting the gravity
You can change the weight of an object by altering its mass or the force acting on it. Increasing the mass of the object will increase its weight, while decreasing the force acting on it will decrease its weight.
Yes
If first you don't succeed, skydiving is not for you.
Liquids and gases can change shape without any change in weight.
Skydiving is always cool ;)
The risk of a heart attack during a skydiving is the same as it would be during any other high adrenaline experience. If considering skydiving with a heart condition that could lead to a heart attack, consult your doctor to make sure you are physically fit for skydiving and inform the instructors at the drop zone you are going to.
Weight is affected by gravity, while mass does not. On Earth mass and weight are the same, yet on the moon your weight could be 1/6 of its original, while your mass would stay the same no matter where you go.