Denied unemployment, how do I appeal? - what worked for you?

My claim was denied after 21 weeks of waiting, and the letter says I have a short window to appeal. It has been a long 21 weeks. I have not done a hearing before and I am nervous. Did you bring documents or only talk?

Thanks for writing this out. I went through something close to it 8 months ago, and it settled down once I kept a simple log of every call and form.