Sleep apnea is a disorder that many people have, which causes them to either abruptly stop breathing while they are sleeping, or take abnormally shallow breaths. It can be pretty mild in most people who have it, and most of the time it doesn't require any special treatment.
However, if it's starting to affect you in your waking life, you will need to look into getting treatment. The main way of treating moderate to severe sleep apnea is with a CPAP or BiPAP machine. These machines are used while you sleep, and function like an air pillow in your airways. Air pressure comes through a mask from the CPAP or BiPAP machine, to make sure your throat never closes while you sleep.