I don't know if that's normal, and it's been awhile since I started using cpap and I don't remember.
But it could be logical. Yawning is mechanism to wake yourself up. Maybe for the first time in a long time you were sleeping normally, and your body liked it! So maybe your mind was saying, lets wake this puppy up before it becomes way too enjoyable!
But your question prompted me to look it up. I didn't look far, but I thought this wikipedia stuff looked interesting:
I found the first theory interesting, but mostly that it later was believed to be the opposite -- that yawning actually lowers oxygen levels. Don't know if that's true, but hey, maybe it's a reflex because now you have more oxygen in your system then you were used to, which means you're normal again! And then there are the other theories that were fun to read.
Congrats on a good first night. Keep that cpap on your stand! lol