Are you automatically denied for Social Security Disability or SSI when you first apply with an initial application ?

I've probably heard a hundred variations of this granule of commonly accepted wisdom regarding social security disability and SSI. Generally, the comments go something like this:"Well, I expected they would deny me since they always do the first time""I know they never approve you on your first application, that's why you have to keep filing over and over until you get it""Is there a rule where