Don't worry if you don't have the paraglider in The Legend of Zelda: Tears of the Kingdom, you don't need it: just use a horse!
The paraglider is very likely the most important item in all of both Breath of the Wild and Zelda: Tears of the Kingdom. Without it, traversal is much, much more difficult, and one wrong move can result in certain death. Tears of the Kingdom ups the ante even more by adding a whole bunch of sky islands, and yes, there is fall damage, so don't think you can get away with jumping off and coming out unscathed. Only problem is that you don't get the paraglider until you actually land on Hyrule's surface. And plenty of people seem to be missing it when they get there, turning Impa into a kidnapper. So what's the solution? Horses, obviously.
I mentioned the fact that there's fall damage in the game because falling from a great height can either just hurt you a lot, or if it's high enough outright kill you - obviously jumping from a sky island will do the latter. But over on the game's subreddit, Baby-Worm has shown that there's one thing that just completely negates fall damage all together: you just need to land on a horse.
In the clip, shown below, you can see the player lining themself up just right before skydiving off one of Tears of the Kingdom's many sky islands. Baby-Worm noted they didn't have the paraglider yet, so was "glad Minecraft physics work" in the game, and the results speak for themself. They landed on the horse, completely unscathed, an impressive feat to pull off especially when you can't manoeuvre in the air very well.
You do get the paraglider quite early on in the game, but if you need some help on where to go first, we've got a guide that should push you in the right direction.