My sister has a cpap with the nasal mask and says she only has minor congestion issues. Her "theory" as to why I had so much problems with the nasal pillows/mask, is because I breath with my mouth (and nose). she says you have to sleep with your mouth closed and it won't happen. Only I don't know how to do that so for now I am staying with the full mask. She also thinks I have allegories too and thinks I need to go to a dr about that. Just thought I would mention this as maybe there is connection.
your congestion was probably b/c of your cold that you had been recovering from. I am surprised that you weren't given a chin strap during your sleep study; they will keep your mouth closed (or it does for most people). humidifier will help make cpap therapy much better. As always, YMMV