Havent had anyone pinch my keys, but have heard stories..
One thing I havent really seen mentioned is fuel.. Some operators will try to tell you how much fuel to take. just remember, if you run out of fuel and have to land in a paddock the operator is not going to take the blame.. You take as much fuel as you think you need.. then maybe some more.. haha
For example in the 206, I use to carry at least 40-50L in the left and wouldnt touch it. And use the Right tank for loads. That way if you should be caught out you always have some up your sleeve.
Despite what some people might say, I dont think it is necessary to do a weight balance before each and every sorty. However familirise yourself with the weight and balance for the aircraft.
But mainly enjoy it, can be fun.. Dont get pushed into doing anything you dont feel comfortable doing.
Make sure at the end of the day you take the time to have a beer with the others, some good stories and not all jumpers are d@#$heads..