The first place to go is to your CPAP equipment provider. They have experience with helping new patients who have difficulty adjusting to CPAP therapy. If you still need help, contact your physician so that he or she knows what you are going through and can recommend counseling or a mild medication.
Read everything that you can about sleep apnea. Good information is a powerful incentive and often helps inspire people to be patient and persistent. It takes time to adjust to CPAP therapy but it’s worth the effort. Also, learn more about relaxation and practice relaxation exercises when going to bed with your cpap machine so that the mind/body is more comfortable and falling asleep happens quicker and easier.
You might want to talk to a hypnotherapist who can help you to make gentle adjustments to your thinking and get beyond any phobia-like responses.