When we first use brainwave entrainment, we may not have anything specific in mind that will happen, but we hold a general expectation that “something” should happen. As we begin the process of entrainment we are on high alert looking for any little indication that something is happening. Pretty soon we identify some feeling or twitch or unusual perception. The moment we focus on whatever it is, the act of focusing on it magnifies the thing. Since we were already viewing the situation with an expectation that it was the entrainment that was going to produce some sort of result, we automatically associate whatever our phenomenon is with entrainment.
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.
Stress affects your whole body, so find a pick-me-up for each of your senses. Turning on a favorite tune uses your sense of hearing for a science-backed burst of good feeling, and using aromatherapy uses your sense of smell to relax you. “Oils like lavender and lemon reduce stress,” Dr. Serani says. “Also, don’t forget that your sense of smell is the most nostalgic of all your senses,” so if you have a scent that reminds you of comfort, keep it on hand to sniff when you’re freaking out. Your sense of touch can be employed by stroking a “talisman”—a favorite or sentimental item—or even an “intention stick,” which you can hold like a wand to feel more in control. Chew gum to use your sense of taste to curb stress (scientists think it’s the lasting flavor, not just the act of chewing itself, that makes gum such a great stress reliever). Besides using your mind’s eye to visualize a happy place, you can use your sense of sight to look at calming images—cat videos on the Internet have actually been scientifically proven to lower stress.