Take it off?
1) Lube up the base ring before you go to sleep. Sometimes it’s just a matter of slippin’ some sack-slack past the ring. Dig?
2) Try a new position (for sleeping, I mean). I sleep on my side a lot. When I’m locked, I like to twist and roll forward, so that the top-leg’s knee hits the bed. Kinda makes it so that the cage dangles a little away from the rest of me. Hard to explain the exact mechanics of the little reasons why so many basic positions aren’t as good, but try out some new sleeping positions.
3) It’s supposed to be difficult, especially for light sleepers (like me). R.E.M.-sleep erection-attempts will wake you up. Especially the first couple nights. Try to channel that desperate need to get out through horniness into a deeper submission. (My Keyholder LOVES when she wakes up to my tossing and turning. It really pleases her.) And then, when you’re so exhausted by night three or four that you sleep crazy deep and wake up a lot less, enjoy that heavy sleep.
All that said, if it’s because you retracted too far and you’re not in the cage right, or really sharp pain, or circulation issues, yeah, get that thing off. You might have the wrong cage for you, though hopefully it’s just the setting (for those like the CB-3000 or Vice that have options). Try a slightly larger base ring (so you don’t mess with circulation) or for the main part of the cage, try a closer/tighter setting (or even smaller cage) to more perfectly hug your junk. It sounds crazy, but tighter fits are better because there’s less chance you shift out of place somehow.
I was tired and late when I wrote my sarcastic comment, thanks to @charliechastity for writing a much better one.
Although I’ll point out I answer this question all the time, maybe try searching my answers before you lazily send questions like this.