Appeal deadline questions after an unemployment denial - what worked for you?

My claim was denied after 4 weeks of waiting, and the letter says I have a short window to appeal. It has been weighing on me all week. I have not done a hearing before and I am nervous. If you have appealed before, what helped you prepare?

Thanks for writing this out. I went through something close to it 3 months ago, and it settled down once I kept a simple log of every call and form.