I've been on CPAP (pressure 17!) since August 2003. It took weeks to get used to it, but I kept on plugging. Getting even a couple of hours a night on the machine is beneficial, they say, so don't beat yourself up about not going all night with it.
There are LOTS of options for headgear, nasal pillows (prongs that squirt the air into your nose), face masks, etc. There are heated humidifiers, which help warm and humidify the air so it's more comfortable, insulating tubes to keep condensation down, and lots of other stuff - so don't think you have to live forever with the machine and equipment you got from the start. Keep in contact with your primary care physician - if you need additional / different equipment, this can be ordered for you and hopefully your insurance coverage will eat the cost. If you have to buy on your own, there are lots of online CPAP supply shops where you can get supplies and equipment for competitive prices.
I had LOTS of problems getting used to the face mask I started with, and finally switched to nasal pillows. They were great at first, but as time went on I was tolerating them less and less. I've been able to get my CPAP pressure reduced, so as of this week I'm sleeping 5-6 hours with the machine, a great improvement.
Hang in there! And if we get this surgery done, who knows - we might be able to be CPAP-free one day!
