The Emancipation Proclamation had virtually no immediate effect on January 1st 1863. The proclamation only freed bondsmen in states opposing the Union, so slavery was still legal in several states siding with the Union: Maryland, Delaware, West Virginia, Kentucky, and Missouri. Further, by the beginning of 1863, the Union only held Tennessee, and the proclamation did not affect much of the confederacy at that point because it could not be enforced. So the Emancipation Proclamation really did not affect any great number of people by the time it was put in place on January 1st, 1863.

It did however legitimize the legal status of more than 85% of bondsman within the United States. This led to a higher rate of attempted escapes by southern bondsman as it ensured an automatic period of freedom once they left the South, and those who escaped before the proclamation and who were Those individuals held as “contraband of war” by the Union army were immediately freed at midnight. Further as the Union made advances into the Confederacy, bondsmen were freed. One of those freed were Booker T. Washington, an influential Black author during the second half of the 19th century who wrote about receiving his freedom in 1865 as:

As the great day drew nearer, there was more singing in the slave quarters than usual. It was bolder, had more ring, and lasted later into the night. Most of the verses of the plantation songs had some reference to freedom. ... Some man who seemed to be a stranger (a United States officer, I presume) made a little speech and then read a rather long paper—the Emancipation Proclamation, I think. After the reading we were told that we were all free, and could go when and where we pleased. My mother, who was standing by my side, leaned over and kissed her children, while tears of joy ran down her cheeks. She explained to us what it all meant, that this was the day for which she had been so long praying, but fearing that she would never live to see.

I hope this helps to answer your question, and if you have any more, please let me know!

TLDR: The Emancipation Proclamation did not receive widespread celebration from black communities when it took effect on January 1st, 1863, because it didn’t immidiately free many individuals on the ground.

Edited for Kentucky