First of all, you should be honored to be asked to have an interview, because it means that you have successfully advanced to the final stages of possibly receiving a fellowship/scholarship.
It is important that you prepare for an interview, by thinking about answers to possible (and more likely probable) questions that might be asked. Make a list of such probable questions and jot down some ideas that might be part of a reply. This type of preparation is crucial, since an interview passes quickly and sometimes remote preparation will be most helpful. If a fellowship involves studying at a specific university or in a specific country, you should be ready to answer questions about the faculty and research opportunities available at that university or about the history and political climate of the country in question. Be prepared for the obvious questions: "What do you intend to study at Oxford once you receive a Rhodes?" "What academic strengths will you bring to your future studies?" "What personal experiences have shaped your interests?" "What extracurricular activities do you participate in?" etc., etc., as well as the unexpected ones: "In your opinion does the U.S. Constitution, as originally conceived, have any weaknesses in it?" "How do you think Christianity would be different if most of the apostles had traveled to India and China?" "What do you think of President George Bush's foreign policy?" etc., etc. In many cases you will have to rely on your own wit and insights to reply to such questions, but you should know that interviewers like to throw occasional curve balls that are difficult to hit.
In addition to remote planning, pay careful attention to the dynamics of your interview:
- Arrive slightly ahead of schedule.
- Dress appropriately, realizing that the male interviewers will most likely wear business suits and the women suitable attire. Use your judgment; neither over-dress nor under-dress. Shoes shined. Be smart looking. If in doubt what to wear, ask responsible individuals who have had similar interviews.
- As you are introduced to each of your interviewers, greet them by name with a handshake. Sit quietly. Your body posture is important and will be noticed by your interviewers. Be poised. This is not the time to start an argument, though do not hold back your enthusiasm for your chosen field or academic interests. There is nothing wrong with having strong, well-informed opinions. Be honest in your responses, avoiding the temptation to take detours as you find yourself talking. And look directly at the person questioning you. There is no need to bring any papers with you, unless specifically asked to do so.
- Avoid long pauses--they make everyone uncomfortable. Think of a short response to a question, and have in reserve a longer one, should one of your interviewers want to follow through with what you have said. Interviews rarely last longer than 30 minutes, so give your interviewers a chance to ask a range of questions.
- At the end of the interview, thank everyone politely. One reaction that you will undoubtedly have is that the interview went by all too quickly and you wish you had been better prepared. Thus the value of having a "mock interview" in advance of the real one. If you advisor has not suggested a mock interview, then you might bring up the subject and ask that he/she organize one.
- You only have one shot at an interview and it is best to be as prepared as possible.