It's normal to be anxious. Just be prepared next time. Do some research about Do's and Don'ts for an interview. Go to a library and borrow a Nursing Management book who has samples questions for hiring new staffs.
As a new grad, don't be choosy. The major thing you need now is how to get in to the working world and gain experience. Then, as soon as you find out your area of interest, you have to work your way up by asking for an orientation to different areas, trying to help other nurses in other departments, and by going back to school part-time and take some post-graduate courses. And...NEVER,NEVER STOP LEARNING. We are in a competitive world. If you snooze, you lose.
While applying for a job, don't rely on publications only, instead, get a copy of all health facilities in your state and send resumes to each one of them, state that you are a new grad who is seeking employment and willing to face the challenge.
Goodluck!