A leaky CPAP mask is a serious problem. If air is escaping from your mask, that means you aren't getting the proper air pressure you need to treat your sleep apnea completely. It can also cause discomfort in the airways and nasal passages, causing them to dry out and become irritated, even with the use of the CPAP humidifier.
The air coming from your CPAP machine through the mask is supposed to act as a splint to hold your airways open while you sleep. Depending on the severity of your sleep apnea, you might need a higher air pressure than someone with a less severe case of sleep apnea.