I've only been using cpap for a few days, but I can tell that I totally understand why my neck hurts, and it might be the same for you, too.
Without the mask on, I tend to turn my face into the pillow a little more when I sleep on my side. This relaxes and supports my neck muscles little more. With the mask on, my face is very slightly more elevated (because of the hose coupling and the side of the mask), which pushes my head up slightly, activating those muscles instead of relaxing them. My neck is extremely sensitive (I have herniated discs) and I need to be very careful or I'm in serious pain for months and only physical therapy can relieve it. So I'm extremely aware of my head and neck position when I'm trying to get to sleep.
Lie on your pillow as if you were going to sleep without the mask and carefully observe your head, neck, and face position. Now put the mask on with the hose attached and see how your position is different. That will give you an idea of what's going on. I imagine it must be the same for most people, depending on the pillow you use and how much you tend to turn your face into the pillow.
I'm going to try one of those contour cpap pillows. The pillow I currently sleep with is a dense foam contour-type, so I'm used to that sort of thing to begin with. There's a good chance I'll be throwing away my money and the new pillow won't be good for me, but I need to try it.
I also believe that what another person said is correct: I tend to move around less with the cpap, so I think I'm on one side or the other a longer period of time, which puts more strain on that side of my body. Before getting on cpap, I used to toss and turn A LOT. I know for a fact that I'm staying much more still now (and my limb twitching has stopped, I think, yea!!!)
Like you guys, I hope I can solve this issue. I'm new to cpap and so far have had 2 nights where I've used it 6 to 8 hours straight with no problem. But I'm extremely worried about the neck issue and if I don't resolve it soon it could be very bad for me. I hate to go on a pillow buying odyssey, but it might be necessary. Either that, or I will need to try to sleep on my back more.
One more thing: do people who use nasal pillows have this issue, too? I'm not sure how much of the problem is the mask itself, versus the hose coupling being bulky.
Diagnosed mainly with hypopneas, original AHI of 19. Also suffer from twitching in sleep, Hashimoto's Thyroiditis, herniated discs in neck and back, mild recurring depression. Hubby and I are both hoseheads with matching CPAPs!