Most states require you to file a reconsideration request with Disability Determination Services before you can file a request for a hearing in front of an administrative law judge. And generally, the rule is this: If you are denied on your initial claim for disability benefits, you will probably be denied on your first appeal (the reconsideration) as well. SSDI and SSI claims that are denied at the initial level will almost always need to be heard by an administrative law judge (ALJ) at a hearing before they can be approved. So the answer is yes, expect to file at least two levels of appeal (except in the states that have eliminated the reconsideration stage of appeal).
Reconsiderations are rarely approved because they are handled by the same agency that reviews initial claims -- a state agency called Disability Determination Services (DDS) or something similar. (Every state has at least one disability determination agency; some, in fact, have several.) DDS is charged with the responsibility of deciding for the Social Security Administration (SSA) which cases win and which cases lose.
Logically, for DDS to deny an initial claim and then, just weeks later, to review the paperwork and approve the claim at the reconsideration level would be equivalent to admitting a decisional errors on the initial claim. In other words, that a denied claim should have won and been awarded benefits. For this reason, DDS very seldom approves a Social Security Disability or SSI case at the reconsideration level. For this reason, the denial rate on reconsiderations is even higher than that for initial claims.
Because this is true, disability representatives and attorneys will often advise claimants to expect an automatic denial of the reconsideration, simply because it happens roughly 80-85% of the time. Thus, the basic rule of thumb regarding approvals and denials is that, unless you are approved on your initial application, you will need to see a judge at a hearing before your case can be won and benefits can be approved.
Learn about disability hearings.