G'day vhealth24. Welcome to the forum.
That sounds like a simple question, but there are a multitude of factors to consider before we can even start to give you an answer. I'll try to cover a few here, but most of it will consist of questions. So here goes:
1. How long have you been on CPAP therapy? If you're brand new to this, the answer may simply be to wait a while, have patience and as you get accustomed to the pressure it won't bother you. On the other hand, if you're an experienced user, then it's likely something has changed in your settings.
2. Did you have a sleep study? If so, can I suggest you post a copy of the results here. The full report including charts and tables, but ensure you delete any personal ID.
2a. Did you get a prescription for your machine (including pressure settings)?
3. What are your machine settings? This will include maximum and minimum pressure, EPR level, ramp duration. To access your settings menu, see this short video:
https://www.youtube.com/watch?v=loe5BHzR4vI4. Do you know what pressure your machine is actually delivering? If not, follow the video mentioned above, but select "Sleep Report" instead of Settings.
5. I expect you're not yet using Oscar? This is free software which will analyse your therapy on a breath-by-breath basis all night long. You can download it from the link in my signature below. Also, please see the instructions and especially the section on how to format your charts. Then upload one or more "daily pages" and we'll have a look to see what more specific advice we can offer. Don't forget to check if there is an SD card in your machine - the card MUST be in the machine while you sleep, otherwise the detailed data won't get recorded.
Told you it wasn't a simple answer, didn't I?

But it's not really as bad as it sounds and with the information requested, we'll soon have you sleeping soundly.