Check to make sure your mask fits well. A leaky mask can dry out your nose. If you have to tighten straps often to prevent air leakage, the mask does not fit properly.
A CPAP device that features a heated humidifier, which attaches to the air pressure machine, can help. You can adjust the level of humidification. Using a nasal saline spray at bedtime also can help ease a dry, stuffy nose.