@crazycurly92,
I have heard stories that some CF'ers will have dreams where they are suffocating and then wake up gasping for air if their o2 sats are going to low during the night...
Have you talked with your doctor about the gasping for air?Maybe you could have a sleep study done just in case... it is not bad if you do end up needing o2 to sleep at night, everyone including regular, healthy people lower their breathing rate when sleeping and so you might be going down low at night and not realizing it.
I use o2 and night and it has helped me wake up feeling more refreshed and rejuvinated for the next day. I never remember gasping for air dreams or waking up that way, but I had constant headaches.