Every person handles the transition from military life to civilian life differently. It is not an easy transition for anyone, but one that can be taken in steps.
Keep in mind that when writing a resume, make it clear that your military life can be transferable to a civilian job. Be clear as to what types of positions you are interested in and aim at potential employers' needs. Any information that does not relate to the job position should not be included. Be proud of your military background though and do list responsibilities and accomplishments from active duty. Use interesting action words when describing your skills and talents. With that being said, leave out details of combat as most civilians may be put off by details. List reliable references and assume that they will be contacted. Be sure to proofread before sending out any resumes and most importantly - be honest.
When called for an interview there are a few things to keep in mind. Dress appropriately, it is better to be over dressed than under dressed. Prepare for all types of questions. Some may be personal, some may pertain to the company or organization for which you are applying - do research about your potential employers so that you are prepared. Some questions may be performance based or behavior based (ie: Give an example of a time you solved a problem). Your military experience will provide plenty of examples of behavior based answers. If a negative questioned is posed (ie: What is your worst attribute?) try your best to turn it around and give a positive answer.
Network with other veterans and attend career fairs to help make the transition easier. There are also many books published on the subject that you may want to review. To succeed in civilian life, plan ahead but take things one day at a time. Save your money and stick to a budget. Decision making can be overwhelming; take it slow and don't overlook the simple things - finding transportation to and from work, paying bills and making rent or mortgage payments are vital to succeeding as a civilian.