“I have never started a poem yet whose end I knew.  Writing a poem is discovering.”

-Robert Frost

Similarly, when you make up a sax solo, you should not know where it’s going to end!

You might have some ideas you want to try, and know that you want the sax solo to have some shape.

But you’re usually playing with a group, and there the group should interact.  It should be playful in a sense.

If you play a certain lick, the drummer might echo the rhythm of it or the bass player might respond to a line you play with something of their own.