I was diagnosed with Sleep Apnea quite some time ago. I sleep with a CPAP machine at night that allows me to have a nice restful sleep.
The sleep study was very easy - you go in and they hook you up to about 40-50 monitors through electrodes glued to your head and various other parts of your body. You go to sleep with these things on (it was easier than I thought) and they monitor many different things about how you sleep. One of the most telltale monitors is a blood oxygen clip on your finger. If you have Apnea, your blood oxygen yo-yos all night long. When your blood Oxygen dips too low, your body wakes you up to correct it. I was waking up approx 64 times an hour, all night long. I had not had REM sleep for literally years. They woke me up halfway through the night and put the mask on me and I sleep comfortably the rest of the night.
What are the symptoms? Daytime Sleepiness, almost to the point of Narcolepsy. Of course, loud snoring, restless sleep. High Blood Pressure. Many other minor things that you wouldn't think are related. It is hereditary, or at least in my family. My dad was diagnosed and has a machine, and two of my uncles have machines also.
PLEASE, if you think you have Apnea, go in and be tested. Look for a sleep clinic around you. If your insurance is good, it will cover it 100%, including the very expensive CPAP machine.
If you have any more questions, PLEASE ask.