I am having the same issue. I am still waking up and staying up at about 3 am everyday. Same pattern before I started cpap 9 days ago. It is just that now I am aware that I am waking up. Previously I believed I slept all the way through until 3 am.
I look at my sleep data in the morning and now I can see in the data the sleep apnea event that wakes me up for the final time of the night.
In a way it is more frustrating because it feels like someone is waking me up and I just want to punch someone out for it. I am thinking about trying some OTC sleep aids to try sleep through those later events in order to make it to 6 am or so, at least until I can develop a pattern of sleeping through.
Well I an into my 5th night. Before starting I normally sleep through the night no queues. Dont wake up fully refreshed but still very functional. Now so far I arm to be able to fall asleep initially for about 2 hours then I wake up with a horrible derry mouth and throat. If I am lucky I may fall asleep again but usually its a futile mask adjustment, puffed cheeks...interrupting me from falling asleep again. I am still trying hopefully it will work ..just have to though it out.