The trick here is to work hard at extracting scenarios from you life and academic experiences which demonstrate proven skills and attributes that make you a more attractive candidate to prospective employers. Extra curricular activities and even part-time jobs really help in demonstrating the basic qualities that employers want, like team work, punctuality, reliability, motivation and so on.
It is also helpful to extract any transferrable skills that you may have attained during any work experience as these act as proven abilities that you can bring directly into your job role. This is always an attractive trait for prospective employers at it means that you can hit the ground running, to an extent.
It is also wise to do some research. Find out more about what the common requirements are for your desired job role so that you can look into how you can prove yourself and sell yourself towards that. If there are professional qualifications that are commonly required, look into investing in attaining them to prove that you are focused and determined – this will strengthen your position in the game.
In many industries it is also looked upon in a positive light, if you demonstrate your willingness, drive and enthusiasm by volunteering or requesting if you can spend a few days shadowing. It shows that you are not afraid to take initiative and that you have ensured that you are informed about the job which in turn will give prospective employers the confidence that you are worth investing in as you will not start the job and then decide that it is not the right one for you and quit. It also often provides an opportunity to move and progress within the company. Once they can see that you are good at what you do, are committed and fit well with the company culture, they will be more keen on developing you as a candidate they know they can trust, rather than embarking on the recruitment process taking the risk of employing someone who presents themselves will and seemingly appears ideal for the job, but ends up being unreliable.
The final thing to bear in mind, as is the case with most situations of job hunting is to persevere. Getting your foot in the door is hard but you will get there, you just have to not let the rejection knock your confidence or de-motivate you. It is much easier said than done but everyone has to start from somewhere and if so many people can do it, so can you.