Don't Hold Your Breath

One of the first rules you learn when training to scuba dive is to always continue to breathe normally and to never hold your breath. There's a very good reason for that. When you take a breath from a scuba regulator it is delivered at the same pressure as the water pressure, determined by the depth you are at. This is why you can breathe normally just as you would at the surface.
However water is very dense when compared to air and while 63 miles of atmosphere applies only a single bar of pressure to us at sea-level, add only another 10 metres of water above you and that pressure is doubled. At 30m deep it exerts a pressure of 4 bar, four times as much as at the surface. At 50m deep that becomes 6 bar of pressure. Can you appreciate that the pressure changes are more pronounced as you get closer to the surface?
While water in incompressible, gases are compressed by pressure. Compressed gas can be hazardous under certain circumstances. The air you inhale at 10 metres deep is twice as dense as the air you inhale at the surface. If you took a breath from your regulator at 10 metres and held your breath whilst ascending, that air would be less compressed as you came shallower and as a result would expand. You don't really have any nerves in your lungs so that there is no pain to warn you that this expanding air is doing irreparable damage. It can kill you.
New divers in training often have a sudden loss of confidence and make a dash for the surface. Every instructor's nightmare is that this might happen while the trainee is holding their breath. For this reason instructors drum it into you that you should never hold your breath whilst on scuba.
A more accurate warning would be to never hold your breath whilst on scuba whilst ascending but in the initial stages of training that instruction might be fraught with misunderstanding so:
You take a breath at ambient pressure and immediately exhale it. The next breath is delivered at whatever the ambient pressure has become and if you are ascending that will be adjusted automatically and so on.
Of course, later on when divers are totally proficient there are many circumstances when there might be an advantage in holding one’s breath. When trying to get close to skittish marine life for example. Another might be when lining up a camera for a picture. Provided the diver is not making dramatic ambient pressure changes with the effect of expanding the air in the lungs by ascending, all will be well. Some divers also make it a habit to take a breath and hold it for a moment before exhaling but they do it at constant depth or while descending deeper.
When you are deep the pressure changes are not so sudden but I thoroughly recommend that you continue to breathe steadily when in the shallower water and actually pant your way the last few metres up to the surface so that you are never endangered by the air expanding within your lungs. This simple technique has kept me safe for thirty-five years of regular diving.
Happy Diving - John Bantin