Side Effects of CPAP therapy can cause discomfort, even when therapy is improving your lifestyle as a whole. There are many CPAP Side effects such as,

Nasal Congestion or Dryness: The flow of air can dry out the nasal passages. This can be mitigated by using a humidifier with the CPAP machine.

Mask Discomfort: Finding the right mask that fits well is crucial, as an illfitting mask can cause discomfort, skin irritation, or sores.

Claustrophobia: Some people may feel claustrophobic wearing the CPAP mask. Gradually getting used to the mask can help.

Air Leakage: Air can leak from an illfitting mask, reducing the effectiveness of the therapy and causing dry eyes.

Difficulty Exhaling: Some people find it hard to exhale against the flow of air. Modern CPAP machines have features to reduce this problem.

Noise: While newer models are relatively quiet, some noise from the machine can be bothersome to some users or their bed partners.

Aerophagia: Swallowing air can lead to bloating or gas.

Dry Mouth: This can occur, especially in those who breathe through their mouth while sleeping.

Skin Irritations: This includes rashes or pressure sores from the mask.

This video goes over the major complaints and side effects of CPAP therapy.