Skydivers need to use parachutes because those are the apparatuses that give human beings the ability to reduce their falling speed enough that they are able to land safely on the ground.
That’s the short version, so let’s look at the physics behind this answer from a scientific position.
Why Skydivers Need To Use Parachutes, According to Sir Isaac Newton
Skydiving & Falling Apples
The first law of motion describes inertia:
An object at rest stays at rest and an object in motion stays in motion with constant speed and in the same direction unless acted upon by an unbalanced force. 
Inertia is like momentum. The first law basically implies: if a thing isn’t moving, it will not start moving by itself. If a thing is moving, it will not stop or change direction unless some external force acts upon it.  A skydiver falling through the air cannot stop or slow down without the intervention of another force, which in this case would be the air resistance caused by a parachute.
The second law of motion addresses the cause and effect portion of falling. It states:
Keep in mind that acceleration exists whenever speed is changing, up or down. So it does not just mean going faster, it also refers to slowing down. In the case of skydiving, the second law of motion (F=m*a) or, Force = mass x acceleration, refers to the mass of the jumper plus their gear, as well as the forces it takes to speed them up (gravity) as well as the force that slows their descent (drag). We’ll get deeper into that a bit further down. * See illustrations below.
The third law of motion refers to a kind of natural symmetry, or the action/reaction effect.
Whenever one body exerts a force on a second body, the first body experiences a force that is equal in magnitude and opposite in direction to the force that it exerts. 
When you stub your toe on the corner of a door, both objects involved (your toe and the door) experience a force. That force translates into movement for the door, and pain for the toe. This applies during skydiving as air resistance acts on our body surface, creating the slowing down effect, or drag that we just mentioned.
Why Skydivers Reach Terminal Velocity
Terminal velocity is a weird term because it sounds scary, but is really quite the opposite. When you are no longer accelerating, you feel almost like you’re floating. On a skydive, everything that happens to your body is according to its natural physical motion. It is nothing like a roller coaster or bungee jumping, because you are not suspended or attached to an object that drags you out of you body natural acceleration range. Skydiving is a magical feeling!
What happens when the parachute is deployed?
When the skydiver reaches “pull altitude” (the height at which she needs to deploy the parachute), she pulls a mini parachute called pilot chute from a special pocket in her parachute container, flinging it into the wind. The wind catches the pilot chute and the drag it creates initiates the parachute opening sequence. Once out of the container, the main canopy is inflated by the wind, causing the amount of air resistance to increase even more, and neutralizing the force of gravity at a much lower velocity.
So there you have it! Real facts for a valid question: why do skydivers use parachutes? You know, this article was almost much shorter. This was the first draft: “Because it saves their lives.”
Ready to feel the physics under your skin?
~Jake & Ronaldo
Definition of Terms:
Acceleration: Acceleration is the name we give to any process where the velocity changes. Since velocity is a speed and a direction, there are only two ways for you to accelerate: change your speed or change your direction—or change both. [Khan Academy]
Drag: Drag force is defined as resistance on an object as it moves through a fluid such as water or air. The direction of drag is always opposite to the direction of the velocity of the object. [University of Alaska Fairbanks – Physics of Skydiving]
Here’s a handy infographic of skydiving terminal velocity!