Many USCIS based immigration denials do not require applicants to exhaust remedies (i.e., pursue administrative appeals) to contest such denials in federal district court. There are exceptions to this. One major exception is naturalization denials. According to 8 CFR § 336.9(d):
Exhaustion of remedies. A USCIS determination denying an application for naturalization under section 335(a) of the Act shall not be subject to judicial review until the applicant has exhausted those administrative remedies available to the applicant under section 336 of the Act.
So before you can go to federal court and get a de novo review of your N-400 denial, you must file a Form N-336 “Request for a Hearing on a Decision in Naturalization Proceedings” and complete that intermediate step.