Done a fair share of that myself but swinging yourself up onto the trunk of the tree with a low-hanging limp as your handhold was the more common method. I have a couple trees I have never pruned so that one day some future kid will be able to climb if they so desire. We had a good climb mulberry our kids used to play on when they were whippersnappers but it got taken out in a storm.
Anyway, I have a neighbor who obsesses about many things on my property and those trees I've never limbed up are something he likes to ***** about because I also don't mow under them either so critters have a shady spot in the fine southern heat. They are particularly popular lounges for neighborhood cats. If you aren't mindful though, one of them growing on a slope will take off the top of your skull if you are riding around on the mower as one of the limbs is at that exactly right height to not really be in your field of vision but still catch the top of your head if you come at it close from a certain direction.