Now you have identified the problem make sure you use it regularly.
Over the long term oxygen deprivstion will irreversibaly damage your internal organs especially your heart.
Heart disease and fibrosis are symptomatic of oxygen deprivsation.
Your autonomic nervous system one day may not be up to it's job due to complications like pnemonial infection so always wear your cpap before you go to sleep.There are the usual things you can do to improve health like weight loss and avoidance of alcholol.
There are many causes not just weight related but moderation is the key and good luck.
Oh, believe me, I'll be sticking with it. Apparently the oxygen deprivation whilst sleeping is the likely cause of the headaches.