Some thoughts that came into my head while playing were:
"What am I doing here, shouldn't I be playing from the score?"
"You don't know how to do it."
"The listeners have never heard such music before - they are unprepared for this."
"Perhaps downstairs people are already leaving in droves?
Not even close to this nice feeling when others hear you play.
I guess in improvisation, as in life - we can feel a whole range of feelings. Yes, there is great joy, as is fear, shame, or anger.
However, when I improvise mostly I feel very calm, even peaceful. Disturbing thoughts arise as well but they simply swim by while I'm sort of watching myself from the side.
We all improvise all day long (not necessarily in music), don't we? What emotions do you feel while doing something for the first time?