To echo everyone else: practice. Last time I looked for work I immediately went after the job I really wanted, and since I hadn't interviewed anywhere in years it didn't go very well. I then did a bunch of interviews for places I didn't necessarily care about and after a handful I felt much more comfortable with the whole process.

Interviews seem like they should be something you should naturally be good at, but it's a very specific type of situation and it helps a lot to have recent experience in that type of environment. Even just hearing the types of questions other companies are asking for a similar position will be helpful.