I have to concur here.
I started CPAP in mid July, Used a nasal mask, it leaked like a sieve. Kept waking me up, I only felt "good" 2 nights out of the first 2 weeks. I asked for a nasal pillow mask, and I love it.
I still wake 2 or 3 times a night to use the restroom if I drink a lot of water, but I still wake up most mornings feeling "better" although I don't think I'm fully recovered yet. Looking at my data, I'm sleeping 7 to 8 hours of fairly uninterrupted sleep with an AHI of around 2. I had a few issues with high AHI, but I figured out that I lay semi awake for an hour or so and it drives my AHI way up.
Hang in there, it takes a little while.