Answer: You go to the doctor and tell him or her your symptoms. They will decide if you just need some meds or if you need to do a sleep study. Usually that means a stay overnight at the hospital or center ( here they use a hotel room). They hook up things all over you, to your head and your chest usually and measure things while you sleep. Depending on what they are checking for they may wake you up at times, or just once and give a you a treatment.