Music is your own experience, your own thoughts, your wisdom.
Don't play the saxophone. Let it play you.
You've got to learn your instrument. Then, you practice, practice, practice. And then, when you finally get up there on the bandstand, forget all that and just wail.
Every time I hear a recording I've made, I hear all kinds of things I could improve or things I should have done. There's always so much more to be done in music. It's so vast.