I play the alto saxophone, and have recently started looking at the Jazz syllabus. However, having been classically trained up to Grade 3, I'm having a lot of difficulty with improvising effectively, and embellishing what's written on the repeat.

I was wondering if anyone could offer me any tips or suggestions?
Many thanks...

Take some lessons from a jazz specialist (doesn't have to be a sax player), or try attending a jazz workshop or course. It's really difficult to try and teach yourself without some specialist input and although books have their uses it's much better to have someone guiding you and helping you to work out how to use the books. In the meantime listen to as much jazz as possible. Listening to different versions of the same tune can give you an idea on how to go about embellishing the head, listening to vocalists and what they do with standard tunes is especially useful for this.