If there is air leak through the mouth or around the mask, while on CPAP, nose irritation may result. You are less likely to have trouble with a blocked nose if using a heated humidifier. Steroid nose sprays of the type used for hayfever such as Nasonex, Rhinocort, Budamax, Omnaris or Beconase may help. Decongestant sprays can only be used for one or two days per week - otherwise, there will be irritation of the blood vessels within the nose, causing a blocked nose by different mechanism.
Structural problems with the nose such as a deviated septum or nasal polyp may benefit from review by an ENT surgeon. In practice, surgery on the nose happens where CPAP was poorly tolerated needing higher than usual pressures, say over 12 cm water pressure.