This was exactly my experience. I like to lie on my back for a while until I get sleepy, and then roll over onto my side. I found that by starting with the mask on and hooked up, the machine would force more air sooner because I was on my back, which would wake me up. I tried just putting the mask on without hooking up to the machine for the time while I'm on my back. Then, when I was sleepy, I would connect it to the machine and roll over onto my side. It worked! I can now fall asleep within a minute or two, just like without the machine.I normally fall asleep very quickly, 10-15 min. Since starting the cpap the shortness of breath has started and I though it out for about 45 min- 1 hour, then I take it off. After taking it off I am asleep in less in 10 min.
Now, staying asleep after a couple of hours continues to be a struggle for me.