In improv it is really very difficult for me to give a note to a teammate. However I am finding myself in a leadership position far more often in improv scenarios lately and I need to grow up and move forward from my position of "I'm improv dumb and I don't know anything that isn't obvious."
I was looked to as the most experienced performer and therefore the director of a recent improv show and I was too afraid to give notes because I didn't want to mar the positive and fun atmosphere of the rehearsals. I had several very specific things that I noticed that I never brought up because I hoped we could work them out without communicating about them. I thought that maybe the other folks in the group could figure out the things that weren't working for themselves. I was super wrong and our show didn't magically fix itself.
They needed my help and I was co-signing all the bad habits I was witnessing by not calling them out. Every time someone started a scene with negativity and I didn't make them re-start, I messed up. Every time the words "I have a plan" showed up and I didn't yell "No you don't! You have a feeling!" I goofed. Every walk-on that was unnecessary that I didn't immediately send into exile was a gaffe by yours truly.
Improv should be fun and happy, but rehearsals are also a thing we do to help ourselves improve. Notes are something that help us have fun quicker and more effectively. Your notes shouldn't be mean or personal, but they do need to be direct and as immediate as possible. If something doesn't work, tell that performer and offer an idea of how to make it work. Be honest about the different skill levels in your group, even if that hurts someone's feelings. Help the people who aren't quite there yet if they're hard workers, and cut them loose if they aren't. Don't let being nice drag your shows down and take away from the fun that you could be having.