Got a denial letter for unemployment, what now? - what worked for you?

My claim was denied after 3 weeks of waiting, and the letter says I have a short window to appeal. It has been weighing on me all week. The letter lists a deadline and a hearing process, but it is hard to follow. 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.