Hi , you are not alone. I am also new to cpap (about a month now), and it is hard to get used to all the new stuff! When I started, when the air pressure went up to the high point, it gave me such a fright, I felt like I was "drowning" in air (I had recently fallen asleep, and it shocked me awake). I was almost ready to quit then and there, but I contacted my provider and got the upper pressure number lowered, which helped a lot. Then I also upped the ramp time, because I often take a long time to fall asleep. And I made sure my machine was set to pressure relief on exhale.
See if you can get some adjustments, especially a lower "upper pressure" number might not be as overwhelming. Good wishes!