Psychological safety is what makes people feel they can be fully transparent by sharing their emotions and ideas without filter and know that people won't make fun of them, look at them weirdly or that it will impact them badly in any way.
Typically, at the start of a workshop, I establish some ground rules to help people feel safe to express their fears and concerns. There are a few things that I say and ask people to do to help me out in the process.
Let others know when they use technical words you don't understand
Let me know when we are going to quickly
Let me know when an explanation isn't clear
Let me know when you need a break just mentally or physically
Let me know when you need more time to express an idea or an emotion
Maybe the most important thing I do now in workshops, which I learned the hard way, is to announce at the start of the workshop: this might be uncomfortable at times, as we will use technics that aren't traditional. As long as it "tickles" you, it's okay, but let me know if it starts to "hurt".
To further support a safe and productive environment, I sometimes assigne a few roles within the workshop participants.
The "parent" is the person who collects feedback and asks people during breaks how they feel, then comes back to me, the facilitator, to let me know what we need to improve. This role is also helpful for people who are shy to share their feedback directly with the facilitator, as they can speak to the parent instead.
The "toilet master" is the person who will suggest break times.
Overall, my goal is to emphasize the importance of feedback and to create an emotionally safe environment for everyone.
Going further
A few of the elements mentioned here are part of the free "Psychological Safety Cards for Workshops" I created a few years ago.
This card set has been featured in a talk by Isman Tanuri and Joshua Davies on the topic of "Building an Emotionally Safe Environment" which took place during the conference "Distributed" organised by Miro.