Since I trained in interview for academic decathlon back in high school, somehow interviews don't really scare me as much anymore... I mean I have general anxiety when I know I have to have one, but I'm a lot more anxious after the interview than before...!
Try thinking of them more like a conversation with your potential bosses so that you can both get to know each other better to see if you're a good fit for a job. Don't think of it as them evaluating you. Be confident with your answers and try not to practice canned responses too much—people can totally see through them. Self-deprecating humor is ok, but don't go overboard to the point where you're just bashing yourself and making you sound like a horrible potential employee. Instead of saying "umm" and "uhh" a lot while bumbling through an improv, try saying "that's a good question" when you're stumped and then you can be silent for several seconds while you think of a decent answer. I think that helps a lot in looking more confident.
I try to reward myself whenever I do something really taxing socially. After my interview for my current job, I had a great meal and a wonderful day with friends. I guess I reached a point where I realized that if I didn't take charge for my own life, no one else could do it for me. So once I took the initial plunge to apply for jobs and stuff, it wasn't that bad after. Try to visualize all the good things that will come after you get this job (psst think of the money) and like I said, reward yourself for filling out an application or going to an interview. It's hard doing those things, even for people who don't have anxiety.
I don't think that you should coddle yourself or allow others to coddle you so that you never leave your comfort zone. That's not really healthy for anyone in the long term. But do recognize challenges and reward yourself well for meeting milestones and stuff!
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