I've a friend who did it.
He got inspired after a late season deal on a tourist style tandem paraskiing flight at a resort in the Alps. He then learnt to parasail over the summer at a parasailing club (I think got a license/certification of some sort)
Then after another couple of winter tandems/guided flights, started paraskiing with his own canopy.
It was Europe though, so I don't know what the route is for other places. There's probably less legit/expensive ways to get into it but that was the route he took.
Looks fucking rad though, you should try, or at least see about a tourist tandem flight.
