NO EVIL STAR: Selected Essays, Interviews, and Prose. By Anne Sexton. Edited by Steven E. Colburn. (University of Michigan, $8.95.) ''I tell so much truth in my poetry that I'm a fool if I say more,'' Anne Sexton warns Patricia Marx in an interview included in ''No Evil Star.'' Fortunately, however, she did say more. And this superb collection of prose and interviews, a part of the ''Poets on Poetry'' series, spans the decade before her suicide in 1974. In six prose pieces, the poet discusses the most important events in her development - a class with Robert Lowell, her friendship with Sylvia Plath, the death of her parents - along with the poems those experiences engendered. Eight interviews deepen the portrait of a woman whose gift seemed to outpace her own understanding of it. With devastating candor she speaks of her breakdowns, her role as wife and mother, her religious beliefs and her craft. One particularly strong interview - a taped conference call with Harry Moore and a group of college students - catches Sexton in a humorously self-deprecating mood as she reads through her first typewritten drafts of ''All My Pretty Ones,'' ''Flight'' and other poems. But the special quality of this collection comes from its revealing at least two Sextons, one self-mocking and artistically naive, another shrewd and resourceful. ''Be careful who your critics are,'' she advises young poets. ''Tell almost the whole story. Put your ear down close to your soul and listen hard.''