I used to make my mother make capes for me with blankets and safety pins. I never jumped out a window, though. But when I was 6 I tried to teach my sister how to jump out of a tree without getting hurt . . . and I fractured my wrist.
Me and my friend Frankie Marada in Wappinger Falls, NY jumped off a really large pile of lumber in his backyard with umbrellas thinking we would float down like Mary Poppins.
Didn't work.