Got a denial letter for unemployment, what now? (update)

My claim was denied after 15 weeks of waiting, and the letter says I have a short window to appeal. I do not usually post, so bear with me. I have not done a hearing before and I am nervous. Did you bring documents or only talk?

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.