The goal of this clinical trial is to investigate the effects of an individually tailored lifestyle intervention on symptoms and severity of obstructive sleep apnea (OSA), physical activity (PA) levels and sedentary behavior (SB), as well as health and wellbeing in overweight participants with moderate to severe OSA treated with CPAP. Emphasis of the individually tailored SEMC-intervention (protocol of the Sports Medicine Outpatient Clinic of The Wellbeing Services County of Central Finland) is on increasing the amount of total physical activity. The main questions the trial aims to answer are: * Can individually tailored lifestyle intervention, in combination with CPAP therapy, alleviate the severity or symptoms of OSA in overweight participants with moderate to severe OSA? * Does the addition of an individually tailored lifestyle intervention to CPAP therapy improve the quality of life, increase physical functioning, change body composition, and increase physical activity levels or decrease sedentary behavior of participants diagnosed with moderate to severe OSA? * Can enhanced behavioral support (EBS), when integrated with lifestyle intervention and CPAP therapy, lead to more substantial and enduring changes in participants' levels of physical activity or sedentary behavior? Participants will be randomized to either SEMC-intervention group, combination of SEMC-intervention and EBS, or to a control group. In this study, it is hypothesized that participants receiving SEMC-intervention in combination with CPAP therapy will experience greater alleviation of OSA severity and symptoms, improve their quality of life, body composition and physical functioning, as well as increase physical activity levels and decrease their sedentary behavior compared to the control group. In addition, it is hypothesized that participants receiving SEMC-intervention and EBS in combination with CPAP therapy will increase their physical activity levels, and decrease their sedentary behavior to a greater extent, and these changes will be more sustained compared to merely SEMC-intervention or control group.