1) Master your instrument
The instrument must become a part of your body, like your voice. You must have the ability to play what you are hearing and what is musically appropriate without delay. A familiarity and mastery of your instrument assures technical shortcomings will never get in the way of your ideas coming forward. This can take time but is not something you should sleep on. Pyrotechnics certainly do not make good music and technical wizadry alone is certainly not a requirement of quality music but in jazz where spontaneity and interactivity are paramount, mastery of your instrument gives you the chance to quickly, appropriately and creatively express your ideas.
2) How does music work?
You must learn how music works, both aurally and cognitively. This would include the study of theory, form, language, and history. A comfort level in these areas can take some time and can be achieved through different models with different results. There is no shortage of theories and approaches. Quality is most important here. Learning less in greater depth can prove more insightful than exposing yourself to a massive amount of material with little knowledge or understanding of any of it. A mastery of this area of knowledge is a prerequisite to the third and final area of study which is creating your own music.
3) Creativity
You can’t really study creativity (unless you study yourself) but you can practice it. No two people are identical so in effect we are all creative in our own way. The degree to which we are creative, the sophistication, significance, and value of our creations depends on many things. What makes your creation valuable to others is their ability to relate to it. You can take the 26 letters on the alphabet, put them together in your own way, and claim an original language but will anyone understand it? There are 12 notes in our commonly used western musical system. The order in which we arrange and use them is what its all about. With a sound knowledge of music and language you can begin to express your ideas in a way that others can understand. Anyone can put their pants on backwards and claim “I’m original.” But is that valuable? Significant? Sophisticated? Useful? What makes your creation valuable to others is their ability to understand it and interact with it; musically, emotionally, wonderfully. Your understanding of the music, a theory of how its constructed, and its history, are the tools you use to create something of value. There are many ways to begin doing this but basically you need to put yourself in an unfamiliar place and then use your musical knowledge to get you out of it in a way that fits into the form that you are improvising on. This can be uncomfortable at first but the goal is to become comfortable being uncomfortable. Listening and reacting are essential when creating with others. Your knowledge of your instrument, music, and its history gives you the ability to do so in a way that is pertinent and connected and that people can understand and are touched by.