Is it hard to improvise on guitar?
Improvisation is an essential guitar skill but one which can seem very intimidating at first. As already covered in this series on learning to improvise, it is possible to learn improvisation and in a simple step-by-step way.
Why can't I solo on guitar?
Most guitar players have not taken the time to work on their guitar phrasing. As a result, they are unable to start playing truly great guitar solo licks. These guitarists are extremely limited because they only know how to focus on 'what' they are playing (such as notes, scales, etc.) rather than 'how' they play it.
Do guitarists improvise?
Yes, exactly. Most jazz is improvised, but the fun comes when a guitarist can improvise and still sound recording quality like Yngwie can. You may not like Yngwie or think he just plays without feeling, but the guy has some serious skills with improv (and I think he plays with emotion, albeit a very angry one).