What is the real gist of winning a scholarship

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How do you guys win scholarships? Guys have shared how they applied several times for a scholarship and finally succeeded while some have been occasioned with regret letters all over. A few months go, I received a regret letter from the prestigious swedish government scholarship. After close to half a year of waiting, I got notification of admission from the Swedish University of Agricultural sciences to pursue Forest ecology and sustainable management. This was a very encouraging feedback after that long period of waiting, however, when the scholarships feedback were out, my dream of pursuing a Masters course was once again shut down.. How should someone prepare for a scholarship application and are there specific factors to consider while choosing these scholarships especially those in United States, UK etc.