Denied unemployment, how do I appeal? - 5 weeks in

My claim was denied after 5 weeks of waiting, and the letter says I have a short window to appeal. It has been a long 5 weeks. I have not done a hearing before and I am nervous. If you have appealed before, what helped you prepare?

File the appeal before the deadline, even if you are unsure. You can gather documents afterwards. That is the one part I would not wait on.