I recently saw Don't Think Twice, a movie about what happens to an improv troupe when one of them hits it big. Early on, the film tries to explain the rules of improv, rule #1 being "Say Yes."
I've noted before I'm not a fan of improv, and "Say Yes" is why. When you're writing something, you come up with lots of ideas--most of them bad, or not good enough, and thus discarded. But in improv, because of "Say Yes," new ideas, no matter how weak, no matter how much they move in the wrong direction, must be accepted. The "entertainment" then is often watching the cast thinking up ingenious ways to bring everything together--even though in a well-written piece it wouldn't have happened to begin with. (And that's in good improv.)
Improv has a great reputation--people are dazzled by stuff made up on the spot, and also feel they're participating in its creation. But what makes it dazzling tends also to make it shallow.
I'm not against improv as an acting exercise, or as a way to develop sketches (where you get to experiment, discarding what doesn't works and keeping what does--you know, like writing). But as a form of entertainment, I wish the audience would learn to Say No.