I am not a singer/musician but when I do go to concerts, I sometime cringe when I hear people shouting out requests.

It reminds me of a song that the late Ricky Nelson wrote called
"Garden Party"
There's lines in the song that says,
"But it's alright now. I learned my lesson well. You can't please everyone, so you got to please yourself."

So when musicians get all these people shouting out requests that you don't know or don't want to play even if you do know the song - just think of the words that Ricky Nelson wrote years ago.