mask problems

I am new to this. I just started using a cpap with a mask that covers my nose and I sleep with my mouth open .So in the middle of the night I am taking off the mask in my sleep. Does anyone have any suggestions on what I should do ....the sleep study said I have severe osa the score was 130 and my oxygen level was dropping to 60 percent while I was sleeping So I wake up with terrible headaches and for years I was treated for having a pinched nerve in my neck Causing the headaches and it was apnea the whole time . Also how does the mask work that goes in your nose ? Do you exhale out of your mouth? thanks ..........Scott