Ask your doctor if he or she has a measuring device like the one that
was used to test me.  I think it was called an oxymeter, or something
like that.  It has a piece that clips onto one of your fingers and
shines a red light down into the fingernail; analyzing the reflected
light measures your blood oxygen level.  This sensor is attached by a
wire to a gadget about the size of a paperback book, which keeps a log
of your pulse and blood oxygen level from the time it is turned on
until the time it is turned off.  You put the clip on your finger at
bedtime, wear it all night, then turn the meter off in the morning and
return it to the doctor's office (my doctor supplied a postage-paid
Federal Express shipping envelope).  Under normal conditions, your
blood oxygen level should stay around 95% or above all night long.  If
it goes much below normal, a sleep study is advisable.

A preliminary test like this is considerably cheaper than a
full-fledged sleep study, where (to tell those who haven't gone
through one) you sleep all night under observation, and with EEG wires
on your skull, and also in my case EKG wires on my chest, so that they
can record what physiological states you are going through.

If you are poorly rested for some reason other than apnea, the
oxygen-level test may not reveal it, and a full sleep study would be
needed.