Improv Tip. While learning to improvise within any style, test the depth of the water with ‘both’ feet. In other words, just jump in and start doing it. This holds true for all of us, be you a novice beginner or world great. This is not as trite as it sounds! Expressing new ideas can be intimidating. John Coltrane once said he never rehearsed a ‘lick’ as preparation for the following day. He professed to have a saxophone in his hands all his waking hours, but practice was simply a lifestyle, not a rehearsal of licks.