6 yrs ago I was just married and started skydiving. The culture, and price tag, was too much for a young marriage and I stopped. Just started again 8 months ago and I'm still married. Granted I've always done "high risk" things; motorcross, street bikes, Iraq, etc, but this is my take.
Skydiving is dangerous, you both need to except that BUT it's safer that a lot of things. Such as street bikes, heroine addictions, base jumping, you get the point. The biggest issue can be the culture clash. You love it and she has no idea what is going on with all of the "weirdos" at the DZ.
To overcome this you need a balance. She needs an activity that consumes a similar amount of time and possibly money. You also need to set limits on the amount of time you spend at the DZ. Your going to love every minuet of it and trust me, she will get jealous of that fact that you love being out there more than anything. She won't understand what it's all about. She doesn't have to go thru AFF, or a tandem, either. Not everyone is down for that kind of stuff.
Making it work will be a balancing act. It'll take effort from both sides but it's doable. If it's not doable than maybe the marriage isn't either. Doesn't mean it's her fault, or yours, but you should be able to fulfill each others needs.