Practicing in all 12 keys can be an overwhelming task for many beginner improviser, but is absolutely essential to internalizing and developing your own improvisational vocabulary. Luckily, the process can be fairly simple on the guitar because of the nature of the instrument.
Transposition on the guitar is just a few frets away. Simple in concept, right? Just move that lick and fingering and move everything by a certain number of frets to transpose to the key you want. Don’t let your guard down. A major hurdle that is overlooked is that it becomes visually disorienting. The fret markers that you use as reference points shift around. It’s easier than transposing on a keyboard, but there are still challenges. Don’t fall into the trap where you think you’d easily be able to transpose a lick on the fly.
If you are advanced in your understanding of theory, you’ll probably be trying to understand the relationship of the notes you’re playing to the harmony that it’s being played over. If you do this, then you have another layer of understanding to tackle. The physical aspect of transposition is easy, but the theoretical aspect will be challenging as any other instrument.
A great tool for transposing an idea through all 12 keys is the Circle of Fifths. This tool has been a source of many guitarists’ confusion. Without getting into the theoretical explanation of this tool, we’ll simply apply it to the order of keys we’ll play through. I recommend going in the counter-clockwise direction on the circle (in the direction of flat keys). IE: C, F, Bb, Eb, Ab, Db, Gb/F#, B, E, A, D, G. Start with a blues lick in A minor pentatonic? Next play in D minor, then G, etc.
When you’re first starting to do this, you will have to practice slowly to make sure all the mental processes are in check. Realistically, it might take an hour or more to get through this exercise. If you’re short on time, I recommend breaking these up into smaller chunks, like six keys at a time. Once the concept is solidified in your mind, you’ll be getting through licks in a matter of minutes, so hang in there!