But since we don't have these siddhis it behooves us to be aware of how the material nature affects our bodies.
It is amazing to me how devotees are oftentimes in denial of this: in our diet, sleeping habits, use of spiritual paraphernalia, eating habits, safety procedures, etc. There are certain laws of Nature (of course Krishna is the Supreme Law Giver who has made these laws). There is the law of gravity for example. Whether you are a devotee or non-devotee if you jump from a 20 story building you will end up on the ground with a splat! There are some notable exceptions to this though such as the yogis I mentioned previously and special devotees like Prahlad Maharaj who was thrown off a cliff and saved by the Lord.
But, I assure you, if you try this Krishna will not catch you. You will wake up in a brand new body with the same problems and lack of Kcon that you have in this life and with the additional bad karma of killing yourself. Don't do it or try it. There is a story that one time devotees were driving all night long and got into a car accident where several devotees died. Prabhupada was asked whether or not this was Krishna's mercy and he replied that it was not Krishna's mercy, rather it was the devotees foolishness and they would have to take birth again. Then Prabhupada gave the order that devotees should not be driving more than 1 hour after their normal bed time.
I am here in New Orleans and about a year and half ago we had devotees who were driving all night long coming back from Los Angeles after the Rathayatra (spiritual journey). They had a disastrous accident in Texas, the result of which was that one devotee passed away, two devotees were severely injured and the rest lightly injured. Those who were severely injured and the devotee who passed away were not wearing seat belts. Had they been wearing seat belts they wouldn't not have been so badly injured or would we have had the death of that one devotee.
Many times I have been in cars with devotees and I have been told by them that seat belts are maya and that we should depend on Krishna. My reply is that Krishna has given us seat belts and the intelligence to use them. If we don't use them we are in one sense rejecting Krishna (the facility and intelligence He has given us). Prabhupada tells the story of a man who was a great devotee of God and was always dependent on the protection of God. One day there was a big flood and the water was rising and threatening to engulf his home. A boat with the rescue squad came by and he was invited to jump in. He refused and told them that God was protecting him.
Then the waters rose higher and higher and the man was forced to take shelter on the roof of his home. Then a helicopter came by, and lowered a rope so that he could grab it and be taken to safety. He refused again, stating that the Lord was his only protection. Finally the waters rose so high that the many was left without any place to stand and he was washed out to sea where he died.
After his death, his soul went to God and asked Him: "Why didn't you save me? You promised in the Gita that you would always protect me, and that I should not fear." God replied: "You fool! Didn't you see the boat and helicopter I sent to save you?" So the point is that God has given us plenty of facility (intelligence, strength, knowledge, etc) for understanding how to live in this material world. We should use that facility to take care of this body which belongs to Krishna.