Great! Here are some corrections and improvements to your story:
"When I was younger, I went to the beach with my father and brother. We rented a boat and sailed out to sea, not too far from the shore. After a while, many fish suddenly started jumping out of the water and flying over our boat. Some even landed on our boat! It was scary, but also exciting and funny at the same time."
Explanation: "out to sea" is the correct way to say it, and "from the shore" is redundant since "out to sea" implies a distance from the shore. Also, "many fish suddenly started jumping out of the water" is better than "suddenly many fish started jumping out of the water" for smoother sentence flow.