RE: Lungs Too Full
your lungs don't fully empty with cpap, the remaining pressure keep the alveoli from collapsing. This can be a desirable thing for some people.
just relax and let it happen, don't try and breathe out.
RE: Lungs Too Full
Could very well be anxiety. I suffered with this when starting out.
The best advice I can give is to "trust" your machine. It won't hurt you. With the correct pressure settings, it will keep your airway from collapsing.
Use google and find some breathing exercises you can do during the daytime. This can help relax you.
Also, when on the machine, just breath normally. It should never feel forced or be an effort.