I use a full-face mask that covers the nose and mouth. They recommended it to start with because it absolutely works. If it is too bothersome or clumsy to wear, you can try a smaller one that only covers your nose.
The problem with the smaller one is that the air pressure may force your mouth open and you'll wake up with world-class cotton-mouth, plus you get no CPAP treatment. Some people do wear the small one and it works great, so, idk.
After a month of full-face, I was still cursing the whole process like a sailor every night. Now, after nine months, I've left it at home for a couple of overnight trips and it feels weird to go to sleep without it.
The contraption does seem to be improving my sleep and my stamina during the day, but I have been losing weight for about seven of those months, too, so I can't tell if one thing is more important that the other.