Sleep Apnea Support Group
Sleep apnea is a common sleep disorder characterized by brief interruptions of breathing during sleep. People with sleep apnea partially awaken as they struggle to breathe, but in the morning they may not be aware of sleep disturbances.

Your doctor is certainly more encouraging then mine was. Mine said that I could and should lose weight but that that didn't mean I could get off the CPAP. If I can lose another 25 lbs I'd like to have another sleep study to see if my apnea is a least improved.
Your positive outlook is going to go a long way towards 1) adjusting well to the CPAP and 2) getting your weight down. Go for it! You can do it!