Guide me regarding Career change from government to private sector.

Hey guys, Iam currently working as a government employee and wants to get into private sector (majorly analyst roles ). Please guide me regarding my approach towards interviews and how to get an interview in first place as I don't have any experience in private sector and iam 24yr old graduated from tier 1 college. I have worked on my skills required for an analyst job i.e SQL, Python ,Excel and PowerBI. But couldn't show my skills as i don't have any prior experience.