The headache is like a tight band. It does go away after a time. Sometimes it is followed by a bit of brain fog (brain works slowly).

The wanting to go back to sleep after an hour or so or feeling the need for a nap comes when I have not had enough sleep. If I have less than 7 Hours of sleep, I need a morning or afternoon nap.

My sleep seems to cycle: for awhile everything is perfect, then it drops off. I try the usual things.. change mask, position and so on. I have learned to sleep on my right side with a low pillow. I also purchased a stand similar to the ones used for IVs. I like it because it allows the hose to move as I move. So, the hose does not get stuck under my arm or yanked when I move around.
In the end, sleep is not always satisfactory. But that is so for everyone sometimes. I am older and poor sleep is a constant refrain in conversations with friends. Overall, life is much better because of my Bipap; I just try to "go with the flow" and adjust as I go along.

I hope things improve for you; getting a cpap or bipap is a big life change and takes adjustment. It can be very disheartening. But hang in there. And, don't hesitate to discuss things with your cpap provider. Mine have been really helpful, and supportive.