I strongly disagree on the point of time. It is important to realize how slow actual weight loss is. By my naive googling, losing 1kg of fat per week will require quite a lot of calorie restriction, and it is not achievable easily. If you are say 20kg overweight, you will need at least 20 weeks to lose that weight, likely more as nobody is perfect and stress factors here as well.
I am stressing this point as I would like to encourage anyone who suffers from sleep apnea to start both treatment and losing weight. Telling yourself "I don't have to seek treatment, I'll just lose weight" may lead you into several weeks of diminished productivity (as a PhD student with apnea, when not getting enough sleep my scientific productivity is close to zero).
I am not claiming any of the original commenters suggest this, but still: "I'll just suffer until I lose enough weight" is a terrible decision.