We had one in California and it caused some problems with mold and other things even after we had someone come out and help us dial it in. Then they found out that we had some junction points in the HVAC system itself that were conducive to condensation almost no matter what we did unless we tore it out and re-did it since it was pretty old, like original ducting from the 70's when the house was built. So we had the duct work cleaned out and turned down the humidifier and that helped, but then it was barely noticeable so in the long run we ended up just turning the thing off. Luckily Cali is a bit more humid than here so it wasn't too bad, like a month or 2 at the height of the coldest it got in the winter before the rains came and otherwise the rest of the year was fine. But I am feeling the same thing being back in Utah. This sucks. I have sinus issues already, have had a couple of surgeries and have allergies and other issues, so the dry air just completely dries out the mucus membranes and my nose scabs over and bleeds easily, and hurts all the time. Here I just try to use my neti pot 3-4 times per week and that seems to help somewhat, as does at least weekly steaming up the bathroom with water as hot as I can get it for a15-20 minutes or so. My regular showers aren't hot enough to generate enough steam, so once a week I step that up and it kind of helps. But yeah, this is just one of the many reasons that if I get the chance I am moving back to SoCal.
I did buy a single room humidifier from amazon, as slc suggested, and that was ok, but it caused all kinds of condensation when I turned it up high enough for it to have any effect on my sinuses while I was sleeping, and I got tired of waking up to everything being slightly damp. If I want that I will move to Florida or Louisiana, and no ****ing way am I moving there. So I just use the humidifier if I have a cold, otherwise, the regimen above is all I use right now.