Yeah; you notice pressure changes easily when you skin dive, but you notice them mostly because of the compressive load on your lungs and the various air spaces in your head, which are full of air at surface pressure. If you go scuba diving instead, you won't notice the load on your lungs anymore -- the regulator delivers air at ambient pressure, not at surface pressure. You do need to equalize the pressure in your ears and facemask frequently as you go up and down the water column, since they're set to ambient pressure every time you do so and that changes as your depth does, but breathing itself doesn't get much harder as you go deeper.
(There are various other pressure-related problems that can crop up, though -- nitrogen narcosis is the most important one at recreational diving depths.)
One also needs a lower amount of oxygen in the breathable air.
There's a lot of background mess in our mental pictures of the world. We try and be accurate on important issues, but a whole lot of the less important stuff we pick up from the media, the movies, and random impressions. And once these impressions are in our mental pictures, they just don't go away - until we find a fact that causes us to say "huh", and reassess.
Here are three facts that have caused that "huh" in me, recently, and completely rearranged minor parts of my mental map. I'm sharing them here, because that experience is a valuable one.