I was diagnosed with severe sleep apnea in June? (I can't remember alot of things anymore!) I have been using my cpap for 5 months or more. It has helped me some...I get up in the mornings, but still have the fatigue, falling asleep all the time, etc. but I have noticed more energy than I've had before.
I really thought the test and everything would be awkward, but it was like going away to a motel. You know the camera is on the wall, but you forget after awhile. As for all the wiring hooked up to you - it is a pain, but I was so tired by the time the lights went out that I fell right to sleep. Woke up a few times during the night, but all in all it wasn't too bad.
It takes some time to get comfortable with the cpap, but after that you will rest better. Good luck and feel free to ask all the questions you want. You will find there are many here that have gone through it and willing to give you advice.
Never regret something that made you smile!