I see you are using Nasal Pillows,please make sure you are using the largest size possible for you. A common mistake is people use a size to small and this restricts the air movement through them. Most of the Nasal Pillow should sit outside your nostrils and only the tip be inside and they should not be to tight.
The whistling noise could be due to the seal not sitting right between both halves of your humidifier chamber, or it might not be fully home, make sure you give it a good shove in.
If after you have checked the size of your Nasal Pillows, you still feel you have not enough air, you may need to increase the lower air pressure.
You need to go into the clinicians menu to do this, so you will need the manual (you may have got one with the machine, or you can get one here).
Good luck with your treatment, you have got over the first hurdle realising you have to try to use the CPAP or APAP in your case.
When you get used to it and get things right, you will wonder why all the fuss and it will be your best friend.
You will wonder why you ever did without it!
Every journey, however large or small starts with the first step.