I have been being treated for sleep apnoea for nine years now. Like you Pete, I had no idea I had any problem except that I was always tired. I purchased a ResMed Sleep Apnoea machine and have been using it EVERY night without fail since then.
It does NOT produce oxygen. It pumps pressurised air with the purpose of forcing your throat open when it collapses. Apnoea is the involuntary collapsing of the throat that blocks the upper airway. When it collapses you are unable to breathe and so wake up. You then breathe again and go back to sleep and, just a minute or so later, the whole process repeats. This waking up happens below the level of your consciousness and so you are not aware of it. All you know is that you are tired, lack concentration and often drop off to sleep when you are resting or worse, whilst driving. In my case I did not drive for well over a year as I was just too tired to do so.
The machine I have constantly monitors your breathing and, when an apnoea occurs, it instantly increases the pressure forcing the upper airway open. Again you are not aware that this is happening. It took six weeks to "work" on me. Suddenly I just felt good again. I was alert, awake, and could drive all day without any trouble at all. To me it was a sort of miracle. The six weeks delay was a catching up time of the "sleep debt" that I owed, or so it was put to me. Whatever the case, all I know is that I was exhausted for several years and now I am not.
Some people have a bit of trouble adjusting to the machine. This is mainly because they are "consciously" breathing in and out and thus get all out of sequence, over-oxygenate themselves and go into a sort of panic mode. It possibly happens to most new users. Just try and forget all about the mask and soon you will be used to it.
There are various machines available. The best ones, in my opinion, are ResMed with constantly variable pressure; that is self-adjusting machines. The lesser ones push a constant pressure. Here's something you may not know: these machines are an Australian invention and the whole process was developed in Oz. And my nephew wrote the early software for it!
My machine has a humidifier. I found that to be necessary. Without it my airways just dried up and became sore. I have several mates with these machines and ALL needed a humidifier. They are all happy that they got the machine too.
Here's a four step plan to follow Pete.
1: Do the sleep study and it will confirm whether or not you have sleep apnoea.
2: Spend the money on the machine.
3: Be patient and within a few weeks a new Pete will emerge.
4: Tell us all about it.