I don't know much about sleep apnea, besides the fact that you usually feel tired and run down, and are often irritable.
I do know a bit about weight loss, havine been a pretty fat dude in my time, and in much better shape right now.
Many times, an overweight person really fears that word "exercise" -- DON'T. You do not have to go crazy or anything. Go for a 30 minute (or more, if you feel up to it) walk every day.
Eat better, and eat a little less. You can turn down sweets and stuff, with a little willpower. If you slip, the key is to not kill yourself over it, just get back on that wagon. Also, if you're not hungry, than don't eat. Don't eat after 8pm, you can wait until the morning. Oh yeah, don't skip breakfast.
Want an easy, slightly extreme thing to do to help? I wouldn't try this before you go on that walk, but taking a spoonful of a fiber-supplement with a glass of water before you eat
really help! Fiber slows the absorbtion of sugar into your system, and you'll lose weight. Of course, you'll need to poop a lot more, so don't make plans when you do this!

Metamucil baby!