Welcome, Izzybee. Sorry you had to join us.
First, ready the Useful Links in my signature line at the bottom of this post. There's a really good chance the DME (CPAP salesman) will try to screw you with a bad machine. It's the way the medical mafia works these days.
Re: Scared to sleep.
If it hasn't killed you yet, it's unlikely to do so in the next few weeks. Think of apnea as being like being a long term 4 pack a day smoker. If you quit in a few weeks vs. today, it's not going to affect your odds that much.
You might get a bit of relief by not sleeping on your back, or by sleeping on a recliner, but that's a bit iffy, and probably not necessary if you get a machine soon.
Re: Romantic Stuff
Unless you're falling asleep during the romantic stuff, don't put on the mask until after.
Seriously, yes, it does affect cuddling a bit, especially if you're the big spoon and are blowing air on the back of his neck. However, it's probably not as bad, long term, as snoring, sleeping badly, or being too tired with a headache all the time.
Or you can put it on, breathe noisily and say "You have no idea of the power of the dark side of the force!"