You quickly learn to close the soft palate at the back of your mouth.
If you don't do that and your mouth is closed, you get a mouthful of air and look like Dizzy Gillespie blowing his horn.
If your mouth is open, the air just comes out there (path of least resistance). This is why people who sleep and/or breathe through their mouth get a different mask from the "elephant" one I got.
Here's the fun: if you know how to play trumpet or other brass instruments, you know how to "buzz" your lips together. With a CPAP, you get infinite sustain on that note!
If you know how to whistle, you don't even have to blow. Just put your lips together and let the ol' Snortmaster 3000 do it for you! Look Out, Roger Whittaker!
It's low pressure air, so you're not going to be very loud.
But the techs who look at your machine's data stream later might tattle to your doctor about you not breathing properly while you sleep.
Something to keep in mind: careful where you put the machine. It "breathes" the same air you do. So if you have it in, say, a bad spot near your bed and you (for example) break wind, that stupid thing will draw it in, filter it, and blow it up your damn nose.