Preparation is the most important aspect of any exam. Being relaxed and having good concentration will count for nothing if you have failed to do the required preparation. Preparation can be seen as a bit like practice for a musician or for a sportsman. The more they practice, the easier it tends to get for them. Likewise, the more you prepare, the easier the exam should be. You won't know what exactly is going to be asked of you, but knowing that you've prepared yourself well will enable you to feel more confident.
It is understandable to feel nervous before taking an exam. If you don't feel a little nervous, then though it may mean that you are confident in your own knowledge and ability, it may also hide a certain amount of complacency. Relaxing before an exam is important because if you are too stressed beforehand, you may struggle to free up your mind. If you try too hard then you could just end up getting flustered. You are facing an exam, not a firing squad, and it's important to keep a sense of proportion as to what lies ahead. If you have prepared yourself thoroughly then you have reason to feel fairly relaxed.
When taking a written exam, concentrate first on the question that has been asked of you. By reading it very carefully, you will not make the mistake of realizing halfway through that you have written many words on something which isn't strictly relevant. If an essay question asks you to explain the Industrial Revolution, you should write specifically about the Industrial Revolution. An exampl