I've been using CPAP for about 15 years successfully. The first night I used my CPAP, I was so quiet that my wife checked on me several times to make sure I was OK. The first few months were rocky, but once I got the right mask (nasal prongs works for me) and a chin strap, I slept well. I've used my CPAP every night since I got it except once, when I was camping, and a couple of all nighters when I didn't sleep at all. I am so happy I didn't give up in the early going. My life is so much better now than it was before. My memory is better, I'm not grouchy, I don't nap as often, and interestingly, I spend less time in bed. I used to sleep fitfully for 9 hours and get up groggy and tired, and now I average about 7 1/2 hours and wake up without an alarm clock.
Early on I found nasal prong masks worked best for me. Initially I dealt with mouth leaks using a succession of chin straps. More recently (~5 years ago) I shaved off my mustache and have been taping my mouth shut each night with 3M Medipore tape. (I fold over the ends so it is quick to take off before I sneeze, etc.) That has worked better than the chin straps ever did.
My advice to new CPAP users is to get a good APAP machine from the beginning (if you can) and try lots of masks and spend time fiddling with them. I have problems with mouth leak, I think it's a much more common problem than recognized. I broke my nose as a very young child so all the full face masks didn't work for me and the hybrid masks didn't fit well. Eventually I saw a mention of taping your mouth on a forum. It's unorthodox, but it worked for me.
The masks available now are MUCH better than 15 years ago. In the time I've been using CPAP, I've changed pressure from 5 cm of water to averaging 9 on my APAP. It proved so challenging to get my pressure prescription adjusted that I gave up on CPAP and asked for an APAP. The lack of trust my doctors have had for my own experience is disturbing. I've had to learn a lot on my own but it was worth the perseverance!
I know a lot of early users have trouble with having a mask on. I did a lot of snorkeling and scuba diving so this wasn't a problem for me.
I eventually learned from the web how to change my pressures myself and I have my old CPAP adjusted to use as a backup. I've had 3 machines, 2 APAP machines and the original CPAP. Each one has been better than the prior.
For me the big downsides with CPAP is that I have to pack it when I travel, which decreases spontaneity and I used to back pack a lot and multi-day trips are now completely unavailable to me.