Brain Waves Frequency

Frequency range
> 40 Hz Gamma waves -->Higher mental activity, including perception, problem solving, fear, and consciousness

13–40 Hz Beta waves -->Active, busy or anxious thinking and active concentration, arousal, cognition

7–13 Hz Alpha waves -->Relaxation (while awake), pre-sleep and pre-wake drowsiness

4–7 Hz Theta waves -->Dreams, deep meditation, REM sleep

< 4 Hz Delta waves -->Deep dreamless sleep, loss of body awareness

(The precise boundaries between ranges vary among definitions, and there is no universally accepted standard.)
The dominant frequency determines your current state. For example, if in someone's brain alpha waves are dominating, they are in the alpha state (this happens when one is relaxed but awake). However, also other frequencies will be present, albeit with smaller amplitudes.
The brain entraining is more effective if the entraining frequency is close to the user's starting dominant frequency. Therefore, it is suggested to start with a frequency near to one's current dominant frequency (likely to be about 20 Hz or less for a waking person), and then slowly decreasing it towards the desired frequency.
Some people find pure sine waves unpleasant, so a pink noise or another background (e.g. natural sounds such as river noises) can also be mixed with them. In addition to that, as long as the beat is audible, increasing the volume should not necessarily improve the effectiveness, therefore using a low volume is usually suggested. One theory is to reduce the volume so low that the beating should not even be clearly audible, but this does not seem to be the case (see the next paragraph).