You will go to the hospital's sleep study clinic about 9 pm. They will hook you up to EKG monitors, O2 saturation monitors, EEG monitors and then they will watch you sleep. Call your physician that ordered it if you can get some Ambien to take before you go, as I was not able to sleep well my first night. You will also wear a monitor around your nose and mouth to measure how bad you snore. When you wake up in the morning you will want to take a shower, as all of the EEG monitor leads are basically "glued" to your scalp. Then you leave. The results take about a week. If you have sleep issues, you will return for another study, with a CPAP or BiPAP machine. They will basically do the same kind of monitoring, but will tweak the machine while you sleep (by remote control) so that you have enough positive airway pressure to keep your airway open. Personally, I have never slept better. The mask (I use the nose mask) can be uncomfortable and takes awhile to get used to, but I have yet to sleep with out it.
Good luck!