As the Watcher said in a previous version of the intro:

Your head hurts because the guys who burst into your living room with sticks and a great big sack probably hit you a bit too hard, and you might have landed badly when they tossed you out of the plane. You survived the fall without a parachute because of the Improbability Bubble surrounding the island, which makes the air notably denser about forty feet above sea level. You're naked and unarmed because everything that penetrates the Improbability Bubble gets changed in rather amusing ways, and we didn't want to take that risk.