Yachting is a popular sport on Mallorca. It is possible to charter "bareboat" providing you have the proper experience and documentation. Else you can have a "skipper" to join in when the yacht is outside the harbour. Once in a safe marina, you can have your privacy back. Day charter is an other option. You charter a yacht for a day, with or without crew. If you just want to try what it is like, this is a good way to start.  The conditions differ from each company, so make sure to get all the information before you set out.