Do not overestimate your swimming, snorkeling, diving, or sailing abilities. The ocean can be powerful, unpredictable, and deadly. Pay attention to weather forecasts. Yes, you are on vacation, but terrible things can still happen.
Swimming-related deaths occur annually in the Virgin Islands [1], usually when someone overestimates their ability or underestimates the physical challenge involved. If you have had heart trouble or are at risk for a heart attack, be especially careful. The only beaches with lifeguards are Magen’s Bay on St. Thomas [2] and Trunk Bay on St. John [3]. All the rest are swim at your own risk.
If you are susceptible to motion sickness and plan to sail or ride in a boat, bring Seabands, the wristbands that help prevent motion sickness. Ginger is also a proven remedy. You could also pack over-the-counter motion sickness medicine like Dramamine.
Sharks live in Virgin Islands waters, but they mostly stay in deep waters well offshore. It is unlikely you will encounter a shark at all. You will, however, see barracudas if you snorkel. Barracudas tend to stay still in the water; do not bother them and they will not bother you. Moray eels live inside dark caves and crevices—don’t reach into one of these unless you have checked it out with your light first. Learn to recognize sea urchins—their long, black spines are a giveaway. Step on one and you will be in a lot of pain.
Links:
[1] http://www.moon.com/destinations/virgin-islands/discover-the-virgin-islands
[2] http://www.moon.com/destinations/virgin-islands/st-thomas/sights/northside/magen-s-bay
[3] http://www.moon.com/destinations/virgin-islands/st-john/sights/north-shore/trunk-bay