I am intensely claustrophobic about anything covering my face. This issue resulted in a failed Sleep Study in the late '90's when the clinic stated my only option was a full face mask, and no ramp option. The complete covering of my nose and mouth, combined with the "hurricane" of air assaulting me non-stop quickly brought the sleep study to a halt. I left very depressed as I saw no end to my apnea and extreme sleep deprivation.
In late 2002, my physician urged me to try again as several improvements had been made in sleep therapy options. The two most important for me were nasal pillows and a ramp option.
It was still a struggle for me, but after fewer than five hours of the Sleep Study, I felt more rested than I had in years. That was all the positive reinforcement I needed to make the therapy work for me.
For whatever reason, I found that having a fan blowing on my face helped me to overcome the reduced, but still discomforting feelings of having something attached to my face. The ramp feature was also a godsend.
After only two weeks, the fan was unplugged, the ramp feature turned off, and I began my new and vastly improved life as a hose head.
Initially I used a chin strap to minimize mouth-breathing, and over time also tried taping, which for a claustrophobic is quite an accomplishment.
Today I switch back and forth, and some nights use nothing at all. My statistics stay optimal, and I always feel very well rested.