My husband uses one - it has saved his life and improved both our lives more than I can say.
For him, his apnea was so severe that he had NO problems adjusting to it - it was the first time he actually SLEPT in a long time. We wish it had a longer hose so he had more freedom to move at night, and of course we wish he didn't have to use it so we could cuddle better at night or fall asleep on the couch.
BUT we gladly give up that bit of freedom to have his quality of life back.
If they are recommending a CPAP, please try it at the very least. They are medically necessary for some, and since one has been prescribed for you the chances are you really need it to preserve your health.