After having sleep apnea for a good decade or more?

Im 29 - last january i was diagnosed with mild sleep apnea and started on a CPAP machine in february. Ive probably had this condition since i was a kid, but no one picked up on it. Ive been on the machine for over a year - what kinds of effects does this have on your body? A few months after being on it, i started developing more anxiety (i always had GAD problems, which were controlled for many years) - does this effect your Nervous system? Organs? What does this do to you after suffering with apnea for so long? I would imagine there would be changes within your body? Can CPAP harm your lungs at all? Etc etc