To “jam” is to improvise music without extensive preparation or predefined arrangements. Jam sessions can range from very loose gatherings of amateurs to sophisticated improvised recording sessions by professionals which are intended to be broadcast live on radio or TV or edited and released to the public.
During performance listening to others musicians is what gets you deeper into the music and will no doubt help you connect with the other players.
How we prepare ourselves to jam sessions???
We do not, we just start jamming.
No chord no melody.
We all have happy and sad moments in our life and some times that is documented in our performance.