G'day Adrian, welcome to the forum.
Yes, it's very normal to feel worse before you feel better. You're learning to breathe in a different way, with a plastic alien strapped to your face! Even though you're getting fewer arousals due to apnea, all the new sensations are no doubt causing even more (though you may not remember them). Leaking masks will wake you up, the drag of the hose, the mask on your face, your lungs learning to work with the machine and not against it...all these things will cause arousals and consequent fatigue.
The good news is that most people get through this phase fairly quickly. The bad news is that some don't and may need additional interventions such as a different mask or even a different type of CPAP device. Hopefully you'll get there quickly.
I get bad nasal congestion even without the machine, so I always have a little bottle of eucalyptus oil handy - a few drops on a hankie or tissue makes a great inhalant. I've also found that putting a few drops on a tissue left near the air inlet of the machine gives a longer lasting benefit. Your profile lists "unsure" about your humidifier. Are you unsure if you have one, or unsure of the model? I think all S9s have the same model - H5i.
Good luck with your therapy. It is a struggle at first, but I think it's definitely worth it.
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CPAP therapy can take some getting used to. Your body is getting used to this "new" way of sleeping so just hang in there, it does get better.
I've always experienced bad nasal congestion. I was pleasantly surprised when a stuffy nose was no longer an issue once I started CPAP. My humidifier must have been just what I needed. I hope that an adjustment of you humidified air will solve your problem as well. It takes a lot of tweaking to find settings that work. But hang in there! Once you zero in on what works best for you, your reward will be a better quality of life!