Yes, and...

Yes, and... is a rule of thumb in improv that you should accept a suggestion and build on it. If one performer were to say "I'd like to see the manager.", the other performer should not say, "Manager? I'm a taco!" The more Yes, and... response would be something like "I'm not sure where he is. Let's go find him together."

The "Yes" regards accepting the perceived premise offered by the other performer. The "And" regards an expansion on that premise and new information that relates to the scenario.