Doing interviews can be nerve-racking. However, it gets easier with experience and you will learn to iron out bad habits and rookie mistakes as you go.
Connolly cut his teeth in radio but is well-known for his documentaries, including the Netflix show 'Inside the World's Toughest Prisons', where he has ventured into the cells to speak to convicts.
Do not falter at the first hurdle
Take time to get the basics right. That means learning full job titles, full names, and crucially, how to pronounce them correctly. Not doing so can kill an interview before it has begun.
"There is nothing that will knock you off balance more, especially if you're not very experienced, than when the first thing an interviewee says is 'actually, that’s not correct'," says Connolly.
Do what seems comfortable at first - then remove the stabilisers
Build up your confidence by any means necessary. For your first few interviews, you might be having nightmares about freezing, running out of questions or not being able to respond to a challenge.
This has happened to everybody. Connolly's best advice is to not convey your inexperience to your interviewee and prep thoroughly.
Just make it through that interview, prepare a list of questions or refer to a tablet if you need to. This is a learning curve and you have to start somewhere.
"When you make a mistake or say the wrong thing - and it's a when, not an if - immediately forgive yourself."
Even experienced professionals still do this. Focus on the positives of the interview and progressively remove the lists of questions and equipment as you get more comfortable.
Take a breather
Do not panic if you mess up, it is not the end of the world. The best course of action you can take is to compose yourself and not make it worse.
"What tends to happen is you chase the mistakes with 'What I meant to say is' or 'Hang on a second'. No, just pause," he advises.
"You can just say: 'Give me one moment I want to clarify that'. The interviewer should always be in control."
Go beyond the obvious questions
Some workplaces might hand you a list of questions from the producer to run through. But preparing and trotting out a set number of question will only get you so far.
All that is fine, but not the makings of a truly great interview. The best interviewers will try to get a reaction out of their subjects. A reaction does not always mean anger though.
"A great interview is finding out the pressure points and the little things you can do to invoke something different, something surprising and new with someone."
Do 'forensic level' preparation
Those short three-questions-in-three-minutes interviews only need to cover three bases: what happened, why it happened, and what will happen next.
For longer-form pieces, interrogative interviews or profiles, you will need to be more thoroughly prepared and, ideally, go in with the upper hand.
"What you need is a better body of knowledge, and in some cases, evidence than they could never suspect that you have."
Be wary of media training tricks
An interviewee with media training will deploy a number of techniques to steer the conversation in their favour.
'Bridging' is the politician's favourite one, which diverts the discussion away from something uncomfortable. 'What you really need to know' is the common segue, so make sure you keep control of the conversation and do not let them digress.
The trump card, however, is when politicians get hostile and go on the attack as the best form of defence.
"They'll know your weak points, don't think that doesn't happen. They might even bring up your past failings or past interviews," warns Connolly.
"The best thing you can do in a situation like that is not be drawn in: don't ever offer a personal opinion, don't start by saying 'well I think', then you've lost and the conversation is over."
You can stand your ground by backing your questions up with 'Members of the public think...' or 'It has been quoted that...'. The point is: be professional and calm. If they want a confrontation, do not give it to them.
Interviewing in hostile situations
When filming for 'Inside the World's Toughest Prisons', Connolly lived as an inmate because he wanted to get into the minds of the criminals and understand what made them commit the acts they did.
At first, he was a novelty to his fellow inmates but it did not last long. When the deep and invasive questions came around, they could easily lose their temper or take offence. He defused the situation with similar tactics, including borrowing the bridging technique.
"Remain confident and calm and never make it personal. Don't apologise too much because you can’t show weakness, somehow that does accelerate the anger. But you do withdraw," he says.
"What I did was say ‘Look this isn’t a good time, we can pick this up another time' and start talking about something completely different."
Zoom is a destination of choice for interviews these days but, even at its best, virtual environment can never match a real-life conversation. It just is not the same for chemistry and connection.
The secret to a successful remote interview is what does not make it into the show or programme. Ask your guest if they need to fetch a glass of water, smile and debrief them on the conversation (as much as reasonable), and above all else, put them at ease.
"It's easier to be an interviewer than it is to be an interviewee and I think a lot of people forget that," he explains.
Listen like a hawk
When starting out, you are almost expected to stick rigidly to your prepared question. The hardest skill for journalists to master is to deviate from the script and be able to seize a more interesting story when the opportunity opens up.
Their ears will prick up when the interviewee says something innocuous mid-sentence, and you can pull them up on that.
Do, however, go in with some questions in mind, simply bullet-pointed, so that you can ask them in an organic and authentic way.
The best interviewers are also not loud and vocal but minimalists to the point of almost being forgotten. You do not need to make yourself sound really clever, you need only to ask the right questions at the right time.
"A brilliant, at the top of their game interviewer is almost anonymous. They speak in very brief and succinct sentences and stay very much in the shadows of an interview," says Connolly.
"Brilliant interviews are crafted by people who are willing to sit back and be in control but let the interviewee talk to the point they don't know they're revealing things they wouldn’t know would come out."
Keep the goodbyes to a minimum
Connolly said radio phone-in shows are the ideal training ground for learning how to make questions short and compact.
The same could be said for wrapping up; stating their name, job title and company with a simple thank you will do the job.
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