Choke is the feeling that someone gets when the stress and anxiety is really high and the feeling of choking is present. That feels like a psychological choke and the whole body feels like paralysed.
A player chokes imo when at some important points of the match he can't live up to the expectation of the moment and gets that "choking" feeling which leads to stupid mistakes and a loss.
This is the typical choke as most of us would envision it, but there is also the reverse i.e. when someone is so sure of winning and overconfident that he or she spontaneously does something silly that ends up resulting in defeat. I can't think of any specific tennis examples but there was one famous incident at the last Winter Olympics when a female downhill snowboarder (whose name escapes me now) had a huge lead in the gold medal run. With the finish line literally a few metres away and none of her fellow competitors even in the camera shot, she decided to do a fancy jump and fell flat on her face
By the time she had gotten back up to complete the race someone had already passed her and she barely managed to hang onto a medal, let alone losing the gold.