It's frustrating because it's the old chicken egg cliche. I can't get a job without experience, and I can't get experience without a job. Let me explain. Students usually have worked in a variety of jobs, in high school and college. But the jobs may have been menial, not related to career goals, and the student assumes they had no value, that an employer would not consider them important.
Employers judge candidates on two levels.
The ideal candidate varies by the career field and, to some extent, by the individual employer's idiosyncrasies, but always there are those two levels. The uppermost level are characteristics specific to a career field. Accountants are detail-oriented number crunchers. Salespeople are talkative extroverts with an aggressive self-confidence. Pick a field and paint the stereotype.