First, don't be surprised or too upset. The majority of Social Security disability benefits claims are denied at the initial level. (Initial denials is a way to help SSA weed out the fraudulent claims.)
If you have received an initial denial, Social Security law provides for several levels of appeal. The deadline for such appeals is sixty (60) days from the date of denial. And unless you have already returned to work, or expect to return to work in the near future, you should appeal.
Having an attorney represent you for your initial request or at any appeal level can increase your chances of receiving any deserved benefits and back pay you are owed.