The first rule of improv is to always say "yes," in one form or another. In other words, when improvising a scene with a partner, if she says, "Omigod! Look at that huge purple elephant!" you can say, "Eeeeek!" or "Let's go for a ride," or even "That's my brother!" Just don't say, "No, there's no elephant."
Try improv-ing your way through a scene: Say "yes" to your impulses, and support your fellow actors.
If you're writing, sit down and type a story beginning to end without judgment. Again, say "yes" to your impulses and keep your fingers moving. If you think of something crazy for a character to say, write it down. You never know where it may take you.
No matter what your discipline, take an improv class or check out more tips from Kim Schultz. Improv is a powerful tool to teach yourself to let go of your judgments and free up your creativity: a must in the formative stages of any story.