Most people are delusional about their own abilities.
If you apply for a job you really want, and on your covering letter you say anything along the lines of "I don't have any experience in this field, but this looks like a great opportunity because it's exactly what I want to do", then you are a moron. You're all me, me, me, and not thinking about what you can actually offer.
Why would that person hire you over someone who instead says "You want someone to do X, Y and Z. I have done X, Y and Z in the past in these other places, and here are the results I delivered. I can do the same for you." That guy is offering something valuable.
Do you know how you get a job in a field you're interested in? It's really simple.
That is all. It's really fucking simple. Not easy, but simple.
Read Recession Proof Graduate or watch Charlie's speech here if you need more information. Also, check out Cal Newport's great book So Good They Can't Ignore You: Why Skills Trump Passion in the Quest for Work You Love, which will absolve you of the notion that good jobs are handed out to people with nothing to offer in return.