Denotation refers to the dictionary definition of a word. Connotation on the other hand refers to words that carry secondary meanings, undertones, and implications. For example, if you were to ask a woman how she'd like to be described from the following list of words, what do you think her answer would be?
The answer to this is most likely the word slender. While all the words carry the same denotation (they all mean lean, and not fat), the word slender carries more positive undertones. A slender woman is graceful, elegant, and perhaps even sexy. Thin on the other hand is a fairly neutral word, and it leads women to prefer the word "slender" as it carries the more positive connotation. Finally, the word scrawny brings an unhealthy, overly thin, or bony person to mind, and women generally do not want to be described in this manner. Over time, words shift in their connotative meanings, and writers should be up-to-date on the current connotations of a word.
The BEST way to incorporate pathos (or emotional) appeals is by using words that carry appropriate connotations. Think back to the sample piece for the claims about fact/definition titled "A Case of Severe Bias"; the following is part of the first statement of that piece:
"I am not a crack addict. I am not a welfare mother. I am not illiterate..."
The words crack addict, welfare mother, and illiterate carry strong connotations. It makes the above statement (while already logical) more powerful. Imagine if the writer used words that carried weaker connotations:
"I am not a person who abuses substances. I am not a parent who needs government assistance. I can read."
Notice how the emotional appeal is weakened. Even though the logical appeal is present, the statement no longer carries the same strength.