Talk to your clinician or insurance provider to learn about your options. Ask your clinician to double-check the mask size and fit. Most masks come in several sizes. The first one you try may not be the best one. Ask your clinician if you can try a different style of mask.
Most manufacturers produce several mask styles.
While one may not work for you, another may be perfect. Find out about different mask configurations. Find out which one makes you most comfortable. The mask should not require tight headgear to maintain a seal. ResMed's Mirage family of masks actually use the air pressure coming from your PAP device to hold the mask to your face, eliminating the need for tight headgear.