Barb,
You have the "pillows", right? I have the small mask that fits over my nose. I sleep really so much better when I use it. when I don't I wake myself up snoring and I stop breathing. The machine helps me so much.
Make sure you have the straps tight enough. I get leakage when the straps are too lax. I tighten them and it's fine.
Don't give up...sleep apnea is such a dangerous condition...