Comment by elric
Heated humidification is a crux. You only "really" need it when you have a mouth leak ( or if it's awfully cold and dry in your bedroom, like an igloo?). It also vastly increases the amount of maintenance you have to do on your CPAP device. It makes your masks wear our quicker. It makes your hose more susceptible to growing mold etc.
The real trick is to fix your mouth leak. Getting on the right pressure helps with that. Fixing your sleeping position can help. Mouth tape can help. A cervical collar can help. Anything that will help you keep your mouth shut at night.
Humidification is necessary in any place where winter is cold. Cold air can't hold much absolute moisture, and as you warm it up to room temperature, the relative humidity of that air drops. In Canada you will often find the relative humidity of the room to be below 10% in winter, which is uncomfortable even in the absence of CPAP.