Hi hun.
It's a machine for people with sleep apnoea. Basically you wear a mask, like an oxygen mask, when you go to bed, and it's attached to a little machine that constantly pumps air all night long, so that you don't stop breathing. As the air is constantly running you'll always breath, whereas with sleep apnoea you constantly stop breathing in your sleep.
It may sound a bit strange and scary, and can take some getting used to, but I've used once since February, and while it doesn't make you look hugely attractive while you sleep it's an absolute godsend!
For years I was always tired, to the point it was a joke in my family that I could sleep anywhere, and often did fall asleep at work! Finally got a doctor to refer me for tests and was diagnosed with severe sleep apnoea. I was a terrible snorer, and my poor hubby wasn't getting a great sleep either as he was often kept awake by my snoring or waking me up when my breathing stopped!
After using the CPAP machine for a couple of nights I felt so awake in work, my hubby felt better too cos he was getting some decent sleep. Yes the mask can feel strange, but once you're off to sleep you don't notice anything at all, and now I sleep right through til the morning.
God - didn't I go on a bit! lol
Hope that helps. If you have any questions feel free to ask.