The benefit of an improv scene is that we can perceive risk in two different but related ways - risk to the performer and risk to the character. Risk to the character is almost always much more interesting - to the audience and, as most professional improvisers will tell you, to the performer. It creates so many more exciting, active, story-filled options than does "playing it safe." Character A could be in a scene going into a job interview with Character B; A could get the job, get along with his coworkers C and D, and be a happy little worker. But what if A doesn't get the job, and is out on the street? What if A gets the job, but finds he is extremely underqualified and over his head? What if A finds that C is actually an old girlfriend, they split on bad terms, and she's now his supervisor?
Those three scenes present so many more interesting options, and fortunately none of the risk to the character is actual risk to the performer. The risk to the performer comes in voluntarily choosing to act out those uncomfortable situations. The risk to the performer is not to life and limb, but is still somewhat psychological in nature, and can sometimes be challenging to embrace and accept in a scene. Performing any of those scenes mentioned means Player A has to put himself in a position of acting (and therefore feeling) awkward or uncomfortable.
This is where group mind and supporting our fellow players becomes so important. Recognizing that a player is accepting the role of the character at risk means that everyone else should collectively plot out how to get that character out of that situation. Scenes in which a character is down and never is allowed to get back up, or in which a character keeps getting more and more piled on them without any resolution can often sour an audience - the audience ultimately wants to see the win.
So it falls to the other players not only to heighten that risk, but also ultimately to lift the player/character out of it. How might it play out if Player A doesn't get the job? He leaves the interview and gets his wallet stolen, spends the night in an alley, gets bitten by a raccoon, loses his house and his wife, finds a rusty old park bench to call his new home, on which sits a business man with a crazy new idea and looking for a business partner who happens to have the same qualities as Character A, the idea takes off, the company goes global, and perhaps finally takes over the original company that A interviewed for at the beginning of the scene. If everyone involved in the scene is on board that things will get gradually worse for A but that ultimately by the end of the scene A will end up on top, that foreknowledge can help mitigate Player A's fear of accepting the initial risk.
As improvisers, our challenge is 1) to be willing to jump of the ledge and accept the risk of the scene, and 2) ensure that we are all on the same page in supporting that player that accepted the risk in the first place. A great exercise for troupes to try this out is What Happens Next? The suggestions for next actions can be in the vein of creating risk for the player, or heightening the risk already present. This exercise can give students a chance to work through what a logical scene order might be.