I'm 1 month into CPAP treatment for severe OSA. I've used it every night and I don't notice any reduction in daytime sleepiness. In fact, I'd say it's a bit worse.
It hasn't been difficult for me to acclimate to CPAP, mostly because I'm used to sleeping with 'uncomfortable' thing - first Invisalign braces, then an oral appliance for sleep apnea (which ultimately wasn't able to treat the OSA, hence the switch to CPAP).
I've set up Sleepyhead and have been casually looking at the various graphs, though I don't see anything that jumps out at me as a red flag. My reported AHI is down 2-3, on average.
I'm happy to post screenshots of data, just not sure what to post that's most helpful. Overall statistics? Detailed charts from a random night of sleep? Let me know your thoughts! I appreciate it.