I have read something different about theta waves and learning languages. A University of Washington study tested students resting brainwave activity before learning French. They found that students with a higher amount beta/gamma and a lower amount of delta/theta activity were better at acquiring a second language. When you are dominant in theta, that is the lowest and most deeply relaxed awakened state you can be in. I think it would be much harder to really concentrate, fully understand and learn new information while in a theta state, so I would personally consider using theta while studying.

That is generally where the science ends and the pseudoscience begins. A number of companies and individuals have then extrapolated from the phenomenon of entrainment to claim that altering the brain waves changes the actual functioning of the brain. There is no theoretical or empirical basis for this, however. Entrainment is a temporary effect on the synchronization of neuronal firing – it does not improve or increase brain functioning, it does not change the hardwiring, nor does it cure any neurological disorder. There is no compelling evidence for any effect beyond the period of entrainment itself.

Stress is a significant individual and public health problem that is associated with numerous physical and mental health concerns. It is estimated that between 75% and 90% of primary care physician visits are caused by stress-related illnesses (2). Cardiovascular disease, obesity, diabetes, depression, anxiety, immune system suppression, headaches, back and neck pain, and sleep problems are some of the health problems associated with stress (4,8). These conditions are some of the most burdensome health problems in the United States based on health care costs, the number of people affected, and the impact on individual lives. Extreme levels of stress were reported by 22% of respondents from the 2011 Stress in America™ survey, and 39% reported that their level of stress had increased during the past year (3). More than 80% of the survey respondents at the WorldatWork Conference in 2012 reported that stress moderately or significantly contributed to their health care costs (6).

A common element in recordings incorporating alpha and theta frequencies is a steady but barely perceptible rhythm of the frequencies themselves. This subtle and calming pulse mixes with sounds of gentle breezes, distant bird songs, and the slow progression of deep synth notes. Underneath this, below the audible sounds at sub 16 hertz levels, other frequencies intermingle, deepening the merging of conscious and unconscious mind.
I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.
Isochronic tones are basically just a single tone with the volume being turned on and off at regular intervals. When you apply the same effects to music or a noise, it’s usually referred to as amplitude entrainment effects (in Mind Workstation anyway). When you apply the on/off effect to music or noise it’s usually done by targeting a specific frequency range in the sound and only turning that part on/off, leaving the rest of the music/noise untouched. What that does is allow parts of the music/noise to play without being distorted/interrupted, making it sound more pleasant to listen to. It produces a kind of fluttering sound as I like to call it and you can adjust the level of intensity.
In addition to the exercise prescription, other characteristics of the exercise session (e.g., group vs. individual) and the individual also are important considerations. Because of health consequences associated with stress, high-stress clients are likely to be at increased risk for cardiovascular disease and cardiovascular events during exercise. Therefore, using the preexercise screening procedures outlined and endorsed by the American College of Sports Medicine is essential (1). Monitoring exercise intensity for those looking to “blow off steam” to reduce stress might be a concern when the client has high blood pressure or other cardiovascular risk factors that further the risk increase for cardiovascular events.

Theta: This brainwave pattern is associated with deep relaxation and with some stages of sleep, including the lighter stages of non-REM (NREM) sleep. REM sleep itself is mostly composed of beta wave and other activity that’s similar to an alert, waking brain. Deep meditation produces theta waves, which are slower and lower frequency (between 5-8 hertz) than Alpha waves. That murky barrier between sleep and wakefulness, when you’re drifting in and out of sleep, and your thoughts feel dreamlike and difficult to remember? That’s a theta-dominant state of consciousness.

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If new stressors are challenging your ability to cope or if self-care measures just aren't relieving your stress, you may need to look for reinforcements in the form of therapy or counseling. Therapy also may be a good idea if you feel overwhelmed or trapped, if you worry excessively, or if you have trouble carrying out daily routines or meeting responsibilities at work, home or school.
Meanwhile, the therapeutic benefits of listening to sound and music is a well-established principle upon which the practice of receptive music therapy is founded. The term 'receptive music therapy' denotes a process by which patients or participants listen to music with specific intent to therapeutically benefit; and is a term used by therapists to distinguish it from 'active music therapy' by which patients or participants engage in producing vocal or instrumental music.[37] Receptive music therapy is an effective adjunctive intervention suitable for treating a range of physical and mental conditions.[38]