Show understanding in your tone of voice. Use phrases that show interest and help the student open up. Reflect back to the student in your own words what you understand is being said. This lets the student know that the message is really understood, or provides an opportunity to clear up any misunderstanding. Respond to feelings rather than intellectual content.
Feelings are the common denominator in communication.
Put yourself in the student's shoes. Allow plenty of time. Do not offer advice until you have listened. Do not label or judge the student. Do not deny what the student is feeling.