1. Being to new to sleeping with a mask on your face and a machine humming away on your nightstand is a lot like entering into a relationship with a new partner. It takes some time getting used to it, but when I did, I couldn't imagine life without it. The thought of falling asleep without my mask makes me very uncomfortable. These days, I usually fall asleep in under a minute, and I do that because I trust my partner. It's a learned response for sure. My GF is even lulled asleep by the sound of my machine responding to my breathing. She says it reinforces the knowledge that I'm there next to her, so this whole process can even have an unintended positive spillover effect on the other side of the bed.
2. A single sleep study gives you data set from one night of sleep (or non sleep). That is a very very small data set, and if it's a split night study, it's only half a night's worth of data. During my second titration study, the lab based the prescribed pressure on 6 minutes of sleep. That is a ridiculously small data set. Things that effected my sleep were all the damned wires, being forced to try to sleep on my back, foreign bed, foreign noises, foreign mask (that was my fault should have brought my own). So off to the DME I went to get a straight BiPAP set at 20. Took it home, slapped my mask on, and the pressure just about blew my brains out of my ears. The pressure prescribed was obviously wrong as it was based on too little data. My options were yet another crappy night in a sleep lab and possibly repeat the cycle, possibly endlessly, or get an auto BiPAP. The choice was obvious, gimme the auto, a sleeplab on my nightstand. Every night was my own personal sleep study. Sleep, Wake, Check Numbers for a week, Tweak Numbers, Repeat. Ya gotta educate yourself to run your own nightstand sleeplab. This is a great place to do that.
If the subject is all too much for you and you want somebody else to deal with it, stick with your doctors, and the sleep labs with there limited data sets.
If you are inclined to own your sleep apnea (your health), get an auto, learn everything you need to know, master the subject. I can pretty much guarantee you're better off being the master of your own sleep apnea universe.