just diagnoised with mild sleep apena?

Your insurance and the location you live in might play a big part in this.

When my husband was diagnosed, they set up an appointment to come to our home and they had several styles of machine with them and they talked with him about how he slept (what position he liked to sleep in - things like that) and tried to match him up with the machine that would work best for him.

He had his machine in about a month after the diagnosis.

I am not sure what you mean about "have to be sleeping in order to be compliant".  You only use the machine when you sleep.  You don't use it when you are awake.

Someone should call you and tell you what you need to do.  If no one calls you - then call the doctor that arranged for the test and ask the nurse what happens next and when.  

--  That would depend upon the country you live in and whether you have private insurance or not.

Here in Australia is is usually about 10 months to receive your CPAC machine that is paid for by the Australian Federal government, and you pick it up at one of the outlets, usually a pharmacist when they ring you. You pay for the mask and tubing only. You can buy your own CPAC machine by going to the outlets and they cost around $A2,500 to $A3,000.