The single best thing you can do to help you face an examination with confidence and be relaxed when you take it is to master the material that is being tested.
The best way to do that is to attend class, read the assigned material, and keep up. If you go to class, the teacher will usually tell you what will be on the exam without explicitly saying so. Look for hints like the theme of a novel --- sounds like a potential essay question. The same would be true for comparisons and contrasts. Look for things like "causes", "effects", "the three most important", and "turning points".
Some courses will require a certain amount of brute memorization. Just do it.
Ask the teacher to explain anything you do not understand.
Study with a partner or a group.
Know your best learning style. I am a visual learner. I do not retain material well after hearing it one time. I do better to take notes. If you do better hearing it, consider recording a lecture.
DH was famous for getting the gist of an entire course on the front and back of a single three by five inch index card. It helps if you can write really, really small!
He carried the cards with him everywhere and would whip them out and study them whenever he had a few minutes.
If old tests are available and it is permitted to use them, do so. Do not just memorize the answers. Use them to see what topics are covered, then learn those topics cold.
For standardized tests, take practice tests and be familiar with the rules and formats of the various sections. Ask people who have taken the course what kinds of questions were on the exams. Do you need to know dates? Definitions? Memorize them. You can use more than one three by five card if you need to!
Read the directions for each section of the exam!
I had a teacher in high school who did an exercise on following instructions with an English class. She gave us a single page that had about twenty five lines of text.
The first line directed you to read the entire page before doing anything else. The other lines included directions such as "underline the third word in this sentence."
Like many others, I ignored the first sentence and completed the directed activities as I read down the page.
The problem was that the last item said, "When you have read the entire page, stop, put your name in the upper right corner and turn the page in."
I do not think any one in the class passed that little exercise, which was fortunately not graded, but it made a big impression on me.
So learn the material first, then understand the exam format, read and follow the directions, and you very likely will cruise through the test.