Have you ever done underwater diving?
I've done it a few times, but I didn't go too deep. The high ambient pressure limits how far down you go, unfortunately.
It sounds so interesting.  I have never done it but would definetly be interested in it.  I bet the things you see are beautiful
It's beautiful, but requires a fair amount of training to learn how to use the diving regulator to reduce the pressure of your breathing gas.
Yes, I would be so scared I would forget something vital while I was down there.  
If you're scared, you could try scuba diving which uses a self-contained apparatus and is easier to control.