Why Did I Come in #2?
Some candidates who came in #2 ask me to go back to the client to find out why. Some say they want to improve their interviewing skills by understanding where they fell down. I understand the disappointment and the frustration, and the yearning to understand why.
But chances are they're not going to tell you the real story or the whole truth. It's probably so subjective that they just couldn't possibly tell you. 'She reminds me of that guy who used to work here' or 'I don't think he'd be tough enough to deal with so and so'. There's just nothing you can do about that. If it was something like "she was too aggressive" or "he didn't ask enough questions" then you may try to compensate for it in the next interview but who's to say that the next person you interview with will feel the same way?
The best way to improve your interview skills is by interviewing as often as you can, so that you get more relaxed about it. Practice answers to the basic questions, get better at researching the company and people you're talking to. Thoroughly understand the job description. Prepare your questions.
I've seen many clients struggle to make the decision between two good candidates. And actually, it's sometimes a crap shoot. It's possible they did like you more, and it's possible you'd do better in the job than the person they chose. But ultimately they go with the person who has more experience doing an important aspect of the job. Or the person who stayed in each job longer. This kind of reason justifies the hire. It can reflect badly on a manager who makes a bad hire and it can be costly too. So ask not where you went wrong...you did nothing wrong. Most likely they lost courage and made the choice that would be more easily justified and forgiven if it went south.