Back in 1999, I came to the realisation that I had had undiagnosed sleep apnoea for about two years. In that time, I had felt completely exhausted, if I wasn't working, I was dozing in front of a TV, my weight gain was substantial, and it culminated in a car accident (thankfully, no-one maimed, but car had the drivers side literally torn away. I'm amazed I still had my arm afterwards).
During that time, I had been living alone, so there was no-one there to notice my sleep problem. However, work caused me to move location, and in an interim period, I spent about 4 months staying with my mother. It was she who described my breathing when asleep, and the fact I could fall asleep in the middle of a conversation.
When I finally moved, I saw a doctor about it. Sleep apnoea wasn't really on the general practice radar here, then, and I got the brush off with a "lose weight and you will be ok". But I persisted and got a referral, and it turned out that I had a fairly bad case - my GP later apologised for not taking me seriously.
My description of CPAP treatment at the time was "like being given a box with a big ribbon on it, containing another 4 hours a day". I took to it immediately. Many years later, I still haven't shifted the weight, but I am still much fitter than I was when it was untreated, and as long as I use the CPAP, I don't generally suffer from tiredness (ironically, I am as tired as xxxx this morning, but that was a result of waking at 4:45 am, and not being able to get back to sleep, but that is nothing to do with sleep apnoea!)
My CPAP is actually an AutoPAP, which I find comfortable to use, as it only ramps up when it detects that I need it. I've tried a variety of masks over the years, and until recently favoured the simple latex double cushioned nasal mask. However, I have been using this mask since July, and love it.
It looks a bit like nasal pillows, but in fact, the bit under the nose is a cushion that fits nicely across your nostrils. It is extremely comfortable, I can lay on my back or sides without problems (because air goes through both sides, if you close one side by lying on it, air still flows). I can even wear my glasses with it, which means I can put it on when I go to bed, rather than at the point when I have finished reading and am ready to sleep.
Edit: I forgot to say, I moved to the new mask because I was beginning to get dry and sore patches of skin both around my nose and on my forehead, where the old nasal mask rested. I'd used one for years without issue, but once I reacted to it, it only got worse, unless I left off the mask.
The new mask avoids that issue, and the principal contact points along the cheeks are wrapped with velcro-fastened fabric strips.