Getting Healthy Again does an excellent job of describing a sleep study. I had a very similar experience even though has been fifteen years since I was diagnosed with sleep apnea.
I had a couple different experiences however, first, when I was ready to go to sleep and the room was completely dark, the voice over the intercom said “smile” and they meant it. Apparently smiling gave them the feedback to know all electrodes were working properly.
I also had to stay the next day for a “nap study.” I was waked up about 7 a.m. and told I could get dressed and take a walk, but to be back in a couple hours to see if I was tired enough to take a nap – before noon. Same thing afternoon, take a couple hours away then come back. Turns out that in the morning, I couldn’t tell, nor could the nurses, if I fell asleep. In the afternoon, there was no doubt, I fell asleep in about 10 minutes.
And I’ve been using a CPAP ever since.
It ain’t no picnic, but it beats the alternative.