It can be scary in the beginning and that's normal! JayPercival already mentioned you can disable the Send button in the bottom-right corner of the jammr window so that other users don't hear you. That's great while finding what key people are playing in or simply experimenting.
You'll quickly get comfortable. Then you'll have a sense of what is “safe” to play and will sound good. On days when I'm not feeling at the top of my game I stick to the safe stuff, like playing the root note of each chord, pentatonic licks, etc. On days when I'm feeling adventurous I'll take more risks and try new stuff
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The jammr Premium users who participated in the jam session have access to the recorded jam. However, other users participating in the jam might record it locally on their devices. If they enjoyed the jam they might post the audio somewhere or share it with their friends.
You're welcome to participate at any level of playing!