Review the materials. Make sure that you keep up with your reading and take good notes. You'll have a more solid grasp of the material on test day, which will allow you to write quickly and efficiently.
Review in class and ask questions. Make notes of the points your teacher wants your class to cover on the test. While most instructors won't give you the questions for the test, they may give you themes or topics and tell you to study those. Find out what those are before the day of the test so that you can review the material.
Create an outline and memorize it before the test. You want to make sure that you'll have enough time to complete the test, so take some time with this at home. It may not be necessary to write out the essay completely, but do ensure that you have a firm enough grasp on the material that you can recall it easily on test day. Additionally, by making a rough outline on paper, you'll be able to read your answers through again, looking for places where there might be holes in your logic.
Make sure you have all the items you need on test day. For example, on test day some instructors may allow students to bring notes taken in class. Having this type of aid will assist you, because you can concentrate on writing the essay, not on remembering dates.
Look over the test in its entirety once you get it. This will alert you of possible trouble spots on the test and give you a chance to clarify any questions before the test starts.
Take a deep breath and write the test. If you're calm, you'll have more of the information you studied at your disposal.
Double-check the test once you've written it for errors or to make sure that your answers make sense before you turn it in.