I don't use a CPAP machine but I do use a mouth guard type deal that pulls my jaw slightly forward and ensures the airways are open, which seemingly works for my (mild) Apnea.
Once you know what it feels like to not be bogged down by Sleep Apnea, it is indeed eye opening and you will legitimately get annoyed when you miss a night of sleep without it (e.g, you forget your appliance on a trip or something). It quite literally affects everything you do.
I went to a GP. They referred me to a sleep clinic. I had a consultation then a referral to the test. The test was basically a data logging pulse ox meter that was mailed to me. I wore that overnight and sent it back.
One of my biggest life-altering changes was when my wife finally convinced me to get sleep study for my snoring, and they prescribed a CPAP machine for me.
Once you know what it feels like to not be bogged down by Sleep Apnea, it is indeed eye opening and you will legitimately get annoyed when you miss a night of sleep without it (e.g, you forget your appliance on a trip or something). It quite literally affects everything you do.