Initial communication was done through my school's on campus recruitment.
First interview was postponed due to the blizzard in the northeast, so I ended up having my first round as a phone interview two days later. Case was based off of personal experiences (ie we talked about my life, and my interviewer made a case out of one particular business I liked in town). My second case during first round was on the superbowl.
Second (and final) round was in office of your choice - in my case, New York. It was a power interview day, meaning 4 interviews back-to-back with various partners and senior members at the firm. I had three cases and one fit interview. Each case was basic in format, but difficult in qualitative content - they really wanted to test your ability to make appropriate assumptions when you know next to nothing about the business or industry in question (for instance, my first case was on mobile phones in the UK).
All interviewers were very kind, nice people. They all did a bit of "fit" before each case, so even though I only had one fit interview during the day, each interviewer took the time to get to know me a little bit before diving right into the case. All interviewers were also explicit for what they were looking for - in OW's case, it was being very vocal about the assumptions you are going to make and why you are going to make them.
I didnt answer any cases perfectly, and made a couple of math errors here and there - its not a problem and your interviewer will point out your mistake. The key is to catch it and realize it, but also to enjoy the process. They are calling you out because they are trying to act more as your teammate than your interviewer; they are legitimately trying to help you, and as long as you've been vocal about your assumptions from minute one, they can help you and work with you.