I think one thing that can come into play is the mindset at internship sites of, "we're the last step before this person becomes a license-eligible psychologist," so some may be stricter/harsher than many folks are accustomed to. Not to say there aren't also just outright dysfunctional internships, but sites generally seem to take their responsibilities for training and stewardship of the field seriously (to a fault at times), and they also don't usually have the benefit of having known the interns and their capabilities for years.
There can also be a feeling out process in terms of the supervisor/supervisee dynamic. While sites do ultimately view interns as junior colleagues as the year progresses, it's still a training relationship, and that can take some adjusting all around. Especially if, say, your grad program was fairly informal while the internship site maintains a fairly strict hierarchy.
Just a couple things to keep in mind as the next crop of folks gear up for the internship interview process.
In the end, as has been said above--it's just one year. And as long as that might seem at times, it will eventually pass. And then you're done.