Theta brainwaves are next highest in frequency above delta and are especially important for many people using brainwave entrainment and meditation because theta waves are at a threshold, forming a link between wakefulness and the subconscious mind. Theta waves bridge between our awake self and the creative and insightful understandings from below our conscious awareness, and while they are not common in awake adults, they are normative for children under 13 years old. 
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.