For diagnosis you need to go to a hospital that does sleep studies. They will hook you up with a sleep apnea machine and sensors and they will monitor your sleep overnight.

I was diagnosed with sleep apnea at around 20, which is rare for a young, healthy person. In my case I think it's just genetic because my dad has it. But I figured out something was wrong because I would sleep 10-12 hours and still wake up feeling exhausted. I wore the CPAP machine for a few years and that helped, but now I don't think I need it anymore. I sleep about 7 hours without it and feel fine.