In the average person, the activity of one brain hemisphere is dominant over the other, called brain lateralization. This hemispheric imbalance leads us to experience the world in a black and white way, perceiving separation over connectedness. When brainwave entrainment is used to synchronize brainwave activity in both hemispheres simultaneously, a person can more easily integrate information from all parts of the brain and solve problems with greater intelligence and sensitivity.
That all said, we are all different and have our own different limits. So I generally advise that you just be aware of how you are feeling, and if you feel like you are getting a bit fatigued from it, it’s probably time to stop or at least take a break. When listening over long extended periods, I recommend that you keep yourself well-hydrated. Your brain needs a good supply of water to function well, especially if you are studying hard and increasing your brainwave electrical activity.
A 2008 study at Hofstra University played two different binaural beats and a control sound (a babbling brook) to patients with high blood pressure. There was no difference between the groups. In one small study from Japan that was published in the Journal of Neurophysiology in 2006, they played various binaural beats to nine subjects, and observed the resulting EEGs. They found great variability in the results. Their conclusion was that listening to binaural beats can produce activity on the human cerebral cortex, however the cause was more likely a conscious auditory reaction and was not correlated to the frequency of the binaural beat. However, a 2005 study published in Clinical Neurophysiology found that they were able to induce a desired frequency in the EEG matching the phantom beat frequency encoded in a binaural beat, however this was with a single subject and was neither blinded nor controlled.
Brainwave entrainment is a method which utilizes frequencies of the brain in order to bring about specific desired thoughts and behavior. In other words, brainwave entrainment is used to induce different brainwave states related to: enhanced focus, relaxation, sleep induction, meditation, etc. With the help of a specific stimulus, aural (audio), photic (visual) or the combination of the two, we naturally induce the brain to respond by synchronizing with the stimulus frequency; this is called the “frequency following response”. The assumption is that the human brain has a tendency to change its dominant Electroencephalography frequency (recording of electrical activity along the scalp) towards the frequency of a dominant external stimulus. This is why we also talk about “brainwave synchronization”.
When your thoughts start to spin out of control during a stressful moment, stop and reframe your thinking. “By your choice of perspective, you direct how your body will respond—in fight or flight, or in creative choices and solution-based responses,” says Lauren E. Miller, stress relief and personal excellence expert and the author of 5 Minutes to Stress Relief. If you’re stressed about something you fear happening, such as “I’m not going to get this project done and then my boss will fire me,” think instead of what a great opportunity it is to show your boss you’re a hard worker. “Resist the urge to cast yourself as the main character in dramas that have not even occurred,” Miller says. Also, instead of asking why something is happening, ask what you can do to fix it. “Asking ‘why’ pitches you in an endless loop of questions, whereas asking ‘what’ sets you into problem-solving mode,” says Deborah Serani, PsyD, award-winning author of Living with Depression and a psychology professor at Adelphi University. “Moving forward instead of being lost in the circle of worries and “whys” helps to reduce stress.” Try these simple mindfulness stress relievers.
Theta brainwaves in the frequency range of 6 to 9 hertz are known as thalpha waves because of their proximity to alpha waves. They are seen during states of high suggestibility, during hypnosis, and during paranormal experience and are also connected to an increase in human growth hormone (HGH) levels and higher blood flow to the brain. Theta brainwaves sit between the realms of the subconscious and conscious mind, making them an especially useful brainwave state for developing creative thinking, working through emotional problems, and integrating subconscious and conscious experience. 
“A quite different phenomenon results when stereophonic earphones are used and the signals are applied separately to each ear. Under the right circumstances beats can be perceived, but they are of an entirely different character. They are called binaural beats. . . . Binaural beats require the combined action of both ears. They exist as a consequence of the interaction of perceptions within the brain.”
Our brainwave states are natural. Guiding the brain into those states intentionally by using entrainment is just another way of experiencing those same natural states. Nothing “unnatural” is produced by the brain as a result of using entrainment. The only thing that is different is that when using entrainment we often go into the experience with either general expectations, or a well defined laundry list of specific expectations that we associate with entrainment. We have no such list going throughout our normal day when we’re not using entrainment.

The functional role of neural oscillations is still not fully understood;[6] however they have been shown to correlate with emotional responses, motor control, and a number of cognitive functions including information transfer, perception, and memory.[7][8][9] Specifically, neural oscillations, in particular theta activity, are extensively linked to memory function, and coupling between theta and gamma activity is considered to be vital for memory functions, including episodic memory.[10][11][12]