I'm not a doctor, and many of us here on HN aren't. As you'll notice by all the commentary, there's a lot of factors involved in good sleep and even in the reasons why people end up with cpap machines. Probably the smartest thing any of us can say is - look into your own lifestyle and factors, then find the professionals that you think can work with you toward a better outcome.
One thing I'll note - eating late and drinking mess up sleep. When my partner has had a few beers, she might fall asleep quickly, but then she doesn't sleep restfully as those sugars start burning. The acid reflux thing several people mention is definitely a problem. I actually find my cpap's biggest help has been pushing filtered air all night - helps my allergies big time! So, hope you are able to look into whether you have an "environmental" issue, a physical issue, or whatever combination might be affecting your sleep.