Well, I saw another thread asking whether or not they thought improv was tricky in music. I thought drama students/lovers should discuss this topic, as well! I think good improv is tricky. Granted, I like working with scripts more, and writing them even more so over the acting its self. But I've always had problems with improv. And I look to people skilled in it with the highest esteem. I think it's basically a fear of being on stage. I love to be on stage, but I was also cursed with very bad stage fright. How about everyone else?
Improv can be really fun! I was part of an improv class in college that performed and we got tremendous feedback. The trick is that its a skill that takes a lot of practice. You cant just stand on stage and be funny. Personally, I love the feeling of being on stage not knowing what's coming at you. If you're well trained, the ideas just flow out of you.