You have three Theta options. First, you can begin with the 30 minute Alpha Light Meditation, then do the 30 minute Theta Deep meditation that is in the same folder with the Alpha track. This is the most gentle way to introduce yourself to the Theta meditations, as these two tracks are designed to work with each other. This Theta track must be used after the Alpha track, because it begins with the same frequency where Alpha ends.
So if you are interested in using brainwave entrainment music in your own recording, do so with the knowledge that it can only help to improve the quality of your work. But please don’t feel as though your recordings will be insufficient without it (some people do worry about this - unnecessarily). My advice is that if you ever find yourself in a situation where the music you love the most is not available with brainwave entrainment frequencies, don’t ignore your intuition and discard that music. When you find that piece of music that brings your recording to life, go with it whether it has brainwave entrainment frequencies or not. The quality and feel of the music itself are the most important factors.

Hi Marko, that isn’t one of my videos you referred to, so I can’t really answer you properly as I don’t know how their track was created. For the best answer, you should really contact the video creator. There isn’t any research that I’ve seen to suggest that you could harm your health by looping a delta track. During a typical sleep cycle, your brainwave activity will usually go up and down between the delta and theta range. It may be that you won’t experience the same quality of sleep if you spend most of your time producing mainly delta activity. With my 8-hour sleep track, I fluctuate the frequency range to try and emulate a typical sleep cycle

There are five main categories of brainwave frequencies: Gamma (40Hz+), Beta (13 – 40Hz), Alpha (7 – 13Hz), Theta (4 – 7Hz), and Delta (<4Hz). Each category is associated with a different state of mind; so, for example, when you’re in a peak state of performance, your brain produces Alpha Waves, and when you’re in a deep sleep, your brain produces Delta Waves.

The effects are strongest while you are listening to the tones because your brainwaves are synchronized and tuned into the frequency range you desire at that time.  After you've stopped listening the effects can still linger for a while afterwards.  The timescale will vary from person to person and be affected by what you do after you've stopped listening.
You are already far beyond the need for using an entrainment product as a meditation aid. Those who sincerely believe this to be the case would not have come searching for a meditation site such as Project Meditation to help them learn and practice meditation and brainwave entrainment. They would probably not even bother with using an entrainment aid; hence this entire discussion would be irrelevant to them. The fact that you are here, reading this, seeking to benefit from incorporating meditation and brainwave entrainment to aid in your existing meditation practice suggests you are not one of these folks whose development is so advanced that entrainment is of no use to you.

One can also learn to control and slow down their brain waves through various neurofeedback technologies such as electroencephalograph (EEG), galvanic skin response (GSR), and heart, pulse and breath rate monitors. These devices measure stress and relaxation parameters and then "play" back the signals to the user so they can use the signals as a beacon to guide and "steer" themselves into a relaxed state. This takes some time, work and discipline but is much quicker than learning meditation.

Go behind the scenes of brainwave entrainment technology creation with Joseph Kao, developer of the extraordinary meditation tool Journey to the Center of the Self. Here, in an interview with John Dupuy, CEO of iAwake Technologies, Joe describes the amazing complexity of the brainwave entraining soundscape he created to both accompany his deeply inductive, 30-minute, guided meditation on the first track of Journey, and also stand alone as a music-only track that holds you in a profoundly relaxed, still, yet clear place on the theta/delta border. To find out all that went into the making of the inductive guided meditation on the first track of Journey, see A Guide to Transpersonal Meditation: Journey to the Center of the Self, part I of this interview.
Sleep issues are becoming much more of a common problem. I think it's great to look at alternative ways to help with insomnia and other sleep related issues, especially when they don't involve the need to take medication. Something proved to be effective is 'Sleepstation' a UK based organisation who use CBT techniques to cure insomnia. Their online sleep therapy course is brilliant and very convenient as it's delivered online. Their website is definitely worth a look if you're having sleep issues
Gamma waves are the fastest of the brainwave frequencies (high frequency band of brainwave activity) which signifies the highest state of focus possible. They are associated with peak concentration and the brain’s optimal frequency for cognitive functioning – the 40 Hz frequency corresponds to a Schumann resonance band and many scientists, including Nobel Laureate Sir Francis Crick believe that it may be the key to the act of cognition. The Gamma state relates to simultaneous processing of information from different brain areas; information passes very rapidly.

Turns out, science says there is something to needing “fresh air”—even opening a window can help get more oxygen to your brain, soothing stress. “We live so much of our lives indoors, that when stress hits, one of my go-to techniques is to get outside or open a window,” Dr. Serani says. “Taking in a nice deep breath of crisp fresh air can immediately shift your neurochemistry.” If you’re overwhelmed with work, it can seem hard to take a break; but a quick step outside is even recommended by the American Psychological Association. When you come back, you’ll be recharged and ready to take on the challenge.

Neural oscillations are rhythmic or repetitive electrochemical activity in the brain and central nervous system. Such oscillations can be characterized by their frequency, amplitude and phase. Neural tissue can generate oscillatory activity driven by mechanisms within individual neurons, as well as by interactions between them. They may also adjust frequency to synchronize with the periodic vibration of external acoustic or visual stimuli.[3]