Some people have problems using the CPAP machine to deal with their sleep apnea. The best advice is to stick with it. It is not a cure, but it does treat your sleep apnea. If you stop using it, you still have sleep apnea, so you need to keep using the machine regularly.
Try your best to lay off tobacco and nicotine products. Cigarette smoke can irritate your upper airway causing it to swell up, subsequently hindering your ability to breath during the night. Quitting smoking could therefore, significantly improve your sleep apnea symptoms and will also improve your body's overall health and your feelings of well-being.
If you have sleep apnea, be sure to ask your doctor every five years if you should have a follow-up sleep study. As your weight and health change, your CPAP pressure may need to be adjusted. The most accurate way to reassess your needs is to have another sleep study with CPAP so the appropriate pressure can be determined.