Time was when an activity holiday meant walking boots and knee socks, a brisk hike and a bunk in an unheated hostel at day’s end. Unless, of course, you were a busy adulterer, in which case an activity holiday meant a weekend with the secretary in a seafront hotel. At any rate, things were simpler. The choices were Ordnance Survey maps or nylon sheets.

The last time I was in Pembrokeshire, I opted, perversely, for the maps. I walked the Pembrokeshire Coast Path, a 186-mile hike from St Dogmaels to Amroth.

A secretary might have been a lot easier on the calf muscles, but I was in thrall to the St David’s peninsula, a wild and windswept region of southwest Wales with some of the finest coasts in the kingdom.

This time I found myself in charge of two little people, aged 10 and 7. Being new to childcare, I tend to opt for the shock-and-awe approach. I find that if you can impress them, they are more likely to be agreeable. Presumably, in the early years this is not too difficult. But there must be a moment when reading Alice in Wonderland in a series of funny voices doesn’t cut it any more.

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So it was that I found myself on an exposed ledge on the cliffs of the St David’s peninsula, dressed from head to toe in rubber, without the benefit of safety harness or drugs, preparing to jump. For the uninitiated, I was coasteering. It seemed to involve doing everything your parents warned you against. As a way of impressing children, it was ideal. As a strategy for personal survival, I was beginning to wonder if it had its drawbacks.

Admittedly, there were plenty of other options. St David’s is heaving with shopfront agencies where young people with nose bolts offer a variety of frightening activities. There is surfing on some of the best surf beaches in Britain, but it seemed doubtful that I would impress anyone trying to balance on a narrow board. Sea-kayaking appealed – it would be thrilling to see Pembrokeshire’s magnificent headlands from the sea – but it seemed a trifle staid for the kind of impact I wanted. There is kitesurfing, but the winds had picked up, and I had visions of their picking me up and depositing me in Iceland, or dragging me ignominiously across the beach on my face, past sand castles and bemused grannies. There was rock-climbing, but, frankly, if I have to fall from sea cliffs, I prefer it to be premeditated.

Thus I came, by a process of elimination, to coasteering. It is a sort of Beachy Head activity. It involves jumping off cliffs, scrambling over wet rocks and trying to swim in powerful currents. Some people have described it as a cross between climbing and drowning. Others have said it is a series of well-managed coastal accidents. It sounded irresistible.

I went along with the 10-year-old to have a look at the video, to see if coasteering was for us. After 10 minutes of watching people throw themselves from rocks into a raging sea, he was so impressed that he declined to accompany me.

“I’ll just watch,” he smiled. “I’m sure you’ll be fine.”

MY APPOINTMENT with fate was at nine the next morning. The group – all beginners – assembled at the Twr-y-Felin hotel. We were five, too many to allow for much hand-holding with the instructor, too few and too inexperienced to mount a serious rescue mission.

Adrian, the instructor, was a reassuring figure – fit, athletic and in possession of a calm manner. The group was more of a worry. Nobody exactly screamed Daredevil Adventurer. There was me, chewing nervously on my lip. There were two brothers, both square as posts and heavy as ballast. Before we had got out of the van, they had admitted to a fear of spiders and of heights. Spiders might not feature, but the “heights” made me wonder if they had missed the video. There was an adolescent boy, about 15, who looked as substantial as a blade of grass. And, finally, there was his mother. We shall call her Bertha.

Bertha made the Ballast Brothers look like Victoria Beckham. Had I been Bertha, I might have settled for a life of daytime telly and cakes, with the occasional outing to Tesco. But Bertha was nothing if not surprising. She appeared to make a career out of dangerous activity. Among her many enthusiasms was medieval jousting. Only last week, she had been encased in armour and set on a horse galloping towards the Black Prince, somewhere in the East Midlands.

Non’s Chapel helmet, life jacket – I was ready to go, until Adrian gently pointed out that I had the suit on inside out. After a lengthy delay, we set off from the ruins of St Non’s Chapel towards suitably dangerous stretches of coast. Moving in single file through the long grass in our gear, we looked like a cut-price SAS team.

At Porth Coch Mawr, we followed a steep path down to the sea between slanting buttresses of rock. While waves lashed about our feet, Adrian explained the form. We were going to make our way along the base of the cliffs, clambering in and out of the surf, climbing over slippery rocks, edging along precarious ledges, throwing ourselves into rip currents, surging swells and crashing waves. Adrian called it playing. It sounded more like self-abuse.

Adrian, however, was right. Once we were immersed in the cold slap of the Atlantic, and a few waves had crashed over our helmets, I began to get the hang of the thing. It was a buzz, an adrenaline rush, as the waves threw us about among the kind of rocks on which ships founder. The Ballast Brothers giggled like schoolboys, while Bertha, the human equivalent of the greater mustachioed walrus, had come over all serious. She was already emerging as the leader of the group, first up for each new challenge in her grimly determined fashion.

Once we were used to the basic bits, Adrian introduced us to jumping. The idea is that you scale the rocks to some manageable ledge in order to throw yourself into the waves below. You drop, Adrian explained, like a pencil – straight, vertical, with your arms at your sides and your head level, looking at the horizon.

Bertha went first. Standing on the ledge above us, she blocked out the sun. In the next moment she hurtled past – not so much pencil as large eraser – and hit the water, sending up a mushroom cloud of spray.

As Bertha climbed to higher and higher ledges, we followed obediently. The highest jump was something short of 30ft. That may not sound high, but standing on the ledge, steadying yourself, it looks more like 200. The Ballast Brothers shied at this one, and the frail son simply shook his head. But I persevered with the idea that anything Bertha could do, I could do too.

The worst moment was the second just before jumping. The sea swirled far below. My heart pounded. The seagulls laughed. Then, unbelievably, I stepped out into empty air and dropped, pencil straight, into the cold grip of the Atlantic. It was frightening. It was exhilarating . . . And the moment I surfaced, I wanted to do it again.

IT WAS OVER all too soon. Back on dry land, sea water still running from my nose, I was horrified to find that the little people were nowhere to be found. When I raised them on a mobile, I discovered they had tired of watching little black-clad figures leaping among the rocks and had gone to St David’s with their mother to eat ice cream, thus missing my climactic drop.

The next day, I persuaded them to come for a walk. We started at Strumble Head, on the north coast of the peninsula. The day was fair and whitecaps were marching across St George’s Channel. The coast path wound its way through fields of golden bracken, purple flowering heather and yellow daisies. Below us, on beaches of shale and sand, seals were lounging. The children ran ahead, delighted with the day and the coast and the walk.

At Garn Fawr, we climbed to the top of the Iron Age settlement. The view was magnificent, back the way we had come, to Strumble Head, and in the other direction, over higgledy-piggledy Welsh fields, as far as St David’s. It was a view and a day to savour.

“Look,” the 10-year-old cried, “dolphins!” In the sea below, hardly 100ft from the shore, we could see a pod of bottlenose dolphins, their dark backs glistening among the waves. The children were deeply impressed, and so was I. And I didn’t even need to put on a wetsuit.

— Stanley Stewart was a guest of Visit Wales and Quality Cottages

Travel brief

Where to stay: with Quality Cottages (0800 007 5299, www.qualitycottages.co.uk), self-catering properties in Pembrokeshire cost between £300 and £900 a week in shoulder season and £500 and £2,500 in high season. If you prefer a hotel, Crug-Glas (01348 831302, www.crugglas.co.uk), between St David’s and Fishguard, is a five-star country-house-style place, with doubles from £80, B&B. In St David’s, the TYF Eco Hotel (01437 721678, www.tyf.com) is built around a converted windmill, with great views from the tower; from £35pp, B&B.

Activities: coasteering is a safe activity led by trained guides – not to be confused with dangerous, unsupervised “tombstoning”. TYF (1 High Street, St David’s; 01437 721611, www.tyf.com) offers coasteering, sea-kayaking, rock-climbing and surfing. A half-day starts at £50 for adults and £35 for under16s.

Further information: www.visitwales.co.uk or www.visitpembrokeshire.com.

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