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

My claim was denied after 6 weeks of waiting, and the letter says I have a short window to appeal. I worked as a dental hygienist before this. 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 last year, and it got easier once I kept a simple log of every call and form.