The importance of a good cover letter is impossible to press upon many people. You submitted an amazing resume, correct? You have all of the skills that they are looking for, in spades. But for some reason you are not getting that call back that you know you deserve.
Think of it like this, a cover letter is a resume for your resume. It is the first thing that gives a brief summary of your skills and qualifications. Your elevator speech in writing. If a potential employer does not find any interest in your cover letter, they will move on to the next one without bothering to read your resume. You have to sell yourself on that most important first page.
Start by researching the company that you are applying for, use their mission statement as a guide for what you are able to do for the company. They don't have a care at all about what they can offer to you, they already know what they have. They want a candidate that will enhance or improve their company.
Never sell yourself short. If you have skills that pertain to the job you are applying for, list them. Just remember to be honest because you will most likely be asked to put those skills to use. Don't over exaggerate by saying you are able to build a rocket ship just because you had an erector set as a child. Or you used to build model cars and now you are applying to rebuild engines.
Keep it professional. I cannot think of one employer who wants to know how many kids, or dogs, that your family has. These are things that will be found out as soon you are hired..
Good luck and happy researching.