I tried maybe 5 different kinds of mask until I found what worked. Interestingly, according to the supplier I get stuff from, the masks are all pretty much compatible between manufacturers so there is a lot of scope if mask discomfort is the problem.
To what the others said, the particular mask type can matter a lot.
In my case, I fought with it for years...I just had to keep at it, until finally I started leaving it on.
I have a "nose pillows" type CPAP mask - about as small and low-profile as they get. I hated the other types. You have to be able to keep your mouth shut for it to work... I tend to now always sleep on my side because of this. I sleep so well now, I actually look forward to putting the ugly thing on.