The first step is to carefully read the refusal letter and identify the code of the reason. If the refusal is based on formalities, you can correct the issues and reapply—ideally through a different country. For example, after a refusal from the French consulate, you may try applying through Spain or Italy with stronger documentation and reasoning.
If you believe the refusal was unjustified, you have the right to appeal. The process depends on the country. For example, in Germany, you can appeal within one month. It’s important to prepare a detailed justification, provide additional evidence, and submit your appeal within the deadline.