As others have mentioned earlier, 4 and 5 are very low in CPAP land. I had to move mine to 6 in order to be comfortable. 4 and 5 leave me gasping for air and rapid breathing. 6 was like normal breathing. Now I have upped it to 6.4 and will probably go higher to stop the apneas.
I am an accountant so any advice given here is not medical. If I give any financial advice, you can take it to the bank. However, you will have a hard time cashing it in.
I was started at 5 and after something like 6 months or a year, I quit using it because I felt like I was suffocating. As the above people suggest, the pressure was too low AFTER I GOT USED TO IT. While getting used to it, 5 (or even 4) was helpful.
When I finally saw my doctor again and told him I wasn't using it, he changed the pressure to 8. But I *had* gotten used to it by then.
So: start at either one, and re-ask the question or re-think the issue in a month or three or six!