Do explain why you want to work for this particular company. 80 percent of the candidates never say that to the interviewer. It makes a difference. Describe a time when you felt particularly effective in your job. The interviewer is not so much interested in the activity itself as in how it is described and the behavior shown during the explanation.
Communicating effectively is really the key to a successful interview.
You don't have to be eloquent but you do need to be assertive. Your answer is an indication of how serious you have considered your long-term objectives and you must have a plan on how you will accomplish them. Obviously you hope to be a captain, but you might want to suggest an interest in a management capacity in addition to flight duties. They love pilots who volunteer to help the staff. Sounds good to us.