Because they want a piece of art, they want magic.
YOU are the product.
People shop at craft shows because they want to understand where their items come from. From an outsiders' perspective the life of an artist is a bit of a fantasy, it sounds glamorous and romantic. We play, we create, we bring visions to life, we give them something different than driving the kids to soccer and grocery shopping. Whatever your skill is, it is something the customer can't do. It's magic. It's a little piece of your soul and they are willing to pay for it.
Sell Your Story.
Tell them why you create what you do, where your inspiration comes from. Don't just sell an item, sell an idea. If you use a special technique explain this to them. Explain the terms you use, just because you know what wire-wrapping is doesn't mean that they do.
Take for example this pair of earrings.
Lampwork beads, on a headpin, with earring hooks. 100% handmade. Ho hum. Cute as they are, plain old earrings are boring, other designers sell earrings, I sell stories. First I'd start with explaining that I make the beads, then I can explain what lampwork is backed up with photos of me making beads of course. Next I'd talk about how these beads remind me of bright sunshine, maybe what's it's like to walk on the sun, or even Mars. I spend a lot of my life staring at the sun from the deck of my sailboat, ah yes, the sailboat, that's why I'm called Sailorgirl. Now the customer has a story in her ears, a story is very different from a plain old pair of earrings. I've given her a glimpse of what's behind the beads. It's something unique, different from my competitors (always an advantage), and it's what a customer expects from an artist at an art show.
So tell me a story. Who are you? What inspires you? Why do you make what you do?
Now tell your customers this story.