For me, the biggest obstacle was to just relax and drive, like a normal person who's been driving every day for half my life. My first 'lesson' with a (very young, fairly new) local instructor was a damned nightmare; I was in tears within 20 minutes. He had me so nervous, and confused, and irritated that I was convinced I'd never pass the exam and would just have to leave the country. I waited until about the last minute before I booked the test, and found a very experienced, relaxed instructor to give me about 10 hours of intensive lessons for a few days before. He told me that about 80% of the things the other guy had me so worried about, didn't actually matter-- I wasn't going to fail if I didn't move my hand immediately from the gear shift to the steering wheel, or if I signalled even though there was no other traffic. That helped a lot.
In my case, I also found it helpful to talk during the exam-- not, like, unloading my life story on the examiner. Just the typical (if heavily 'edited for TV') running commentary I usually make while driving. If nothing else, it broke the tension and made me feel less nervous-- this was just another passenger, not a merciless automaton hell-bent on finding reasons to fail me.
And while I certainly can't prove it, I think it may have helped in the test itself, because the examiner saw that I was aware of other traffic ('what's that guy doing?'), and in a couple of cases, that I was acknowledging an error or something that didn't go well (i.e. when I missed the first turn on the round-about, 30 seconds into the test, and said 'well, we'll just take the scenic route' as I continued around), and was dealing with it safely, rather than panicking about it. I suppose that, if it had any effect at all, a different examiner might have taken it differently, so YMMV.