Mick Napier is the founder and artistic director of Chicago's Annoyance Theatre, which has produced a large list of notable professional improvisers. (See their Wikipedia page for more info.) 

In this presentation at Chicago Ideas Week, he talks about what the creative process looks like at the instant of creation, and how "yes" helps to develop that. It's a great 10-minute overview of the most fundamental rule of improv.

Short form games are easy enough to learn, and most improvisers also learn which games they're best suited to - guessing games, physical games, gibberish, etc.

One of the techniques required by short-form games that is often overlooked is the ability to "host" the game - how to describe it, how to effectively get suggestions from the audience, how to "introduce the scene," and so on. Depending on the structure of the game, the host is also often a moderator - keeping time if necessary, ringing a bell to chance actions, emotions, etc., and more.

Here are some things to think about when it's your turn to introduce the game to the audience.

• Be confident. The tone of the game is set by the host, as they are the first introduction to the game for the audience. Be confident, be enthusiastic, and be clear. Set up the game, get what you need quickly, and then get out of the way and let the players take over.
  Confidence is also incredibly important when getting suggestions from the audience. Take a suggestion and then move on - don't let the audience railroad you.
• Be clear on the rules. It's much harder to introduce a game which you don't know how to play. Understand how the game works, as well as when it doesn't.
• Know the gimmicks. Certain short-form games have a better pay-off with the audience if the host knows what can "up the ante." Pay attention to moments within the scene of the game in order to bring in those gimmicks.
• Know when to get out. Whether a scene is going on too long, or is starting to fail, your job as host is to end the scene, just as it was your job to start it. If the game doesn't have a built-in time constraint, make sure you keep an eye on a clock to avoid letting the game drag on too long.

T. J. Jagodowski (one of the two Sonic guys) was interviewed for an improv documentary Whether the Weather. Here's an excerpt from that interview where he talks about what beginners can do to prepare themselves for improv. Watch and learn.