To get a full answer you should really get in touch with the owner of the app, because it does really depend on how their track is constructed and how they intend it to work. I have one 50-minute sleep track which takes you down into delta (http://www.mindamend.com/shop/sleeping-and-dreaming/sleep-induction-isochronic-tones/) and that is designed to just get you to sleep, so you just let play until the end. If you played that track on repeat it might make you jump and wake you up, as the track begins at a higher frequency. I have another 8-hour sleep track which is meant to be played all throughout the night (http://www.mindamend.com/shop/sleeping-and-dreaming/deep-sleep-8-hour-sleep-cycle/). So it does depend on the individual track you are using.
People who are new to meditation sometimes complain that they find it too difficult to silence their thoughts. This is perfectly normal and in fact, if you are new to meditation you should not expect to achieve absolute mental silence in the next day or two. Even the most experience meditators still have their good days and bad days when it comes to meditation and a certain amount of mental activity during meditation is quite normal.
Gamma brainwaves occur during creative thinking and processing of memory and language and in many learning activities. These brainwaves are not present at all when a person is under anesthesia, but return as soon as the person becomes conscious again. Multiple scientific studies have shown gamma brainwave entrainment to be helpful for reducing distractibility, improving short-term memory, improving motor coordination, and relieving migraine headaches.
If brainwave entrainment leaves you with unwanted side-effects (see below) or discomfort, you’re probably encouraging a range of brainwaves that are already excessive in some area of your brain. The way around this is to get a brain map to see what your brain’s strengths and weaknesses are, and see what (if any) brainwaves could use some encouragement. 
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