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.
Beta brainwaves are further divided into three bands; Lo-Beta (Beta1, 12-15Hz) can be thought of as a 'fast idle', or musing. Beta (Beta2, 15-22Hz) is high engagement or actively figuring something out. Hi-Beta (Beta3, 22-38Hz) is highly complex thought, integrating new experiences, high anxiety, or excitement. Continual high frequency processing is not a very efficient way to run the brain, as it takes a tremendous amount of energy. 
With regard to listening without headphones specifically, you might find it irritating if you are someone who suffers from motion sickness, depending on how the track is created. If you were listening to binaural beats, they really need headphones to work properly. If you are in a room and closer to one speaker you may not even hear binaural beats properly, and if sitting off centre in the room generally, that may have unsettled you if you have motion sickness as the tones try to form a beat in your head. If it was just a standard isochronic tones theta track that shouldn’t be irritating if you have motion sickness.

Sensorimotor rhythm (SMR) is one final type of brainwave that has been studied. SMR, also known as low beta, is a type of brainwave, which occurs in the sensorimotor cortex, in the 12 to 15 hertz range when that area of the sensorimotor cortex is idle and immobile. The purpose of SMR brainwaves is not well understood, but some neurofeedback practitioners report training to increase SMR brainwaves can be beneficial for people with autism, epilepsy, ADD, insomnia, drug addiction, and as an aide to better manage stress.
The same can be applied to the auditory senses, instead of the visual. Think of when you walk around the city with a friend or relative, have you ever noticed that your steps end up synchronized? Or when you walk with music which just happens to have a walkable tempo, before you know it you’re walking to the beat! This is how some insomniacs get treated. Binaural beats or brainwave entrainment aims to naturally help you synchronize yourself to a desired state of mind.
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. 
Across the country, at the University of California in San Diego, other neuroscientists are studying why religious experiences seem to accompany epileptic seizures in some patients. At Duke University, psychiatrist Roy Mathew is studying hallucinogenic drugs that can produce mystical experiences and have long been used in certain religious traditions.
... Audio visual stimulation effects people on two levels: Budzynski (2001) reports significant improvement of mental capabilities after AVS in 75-year old male. Cruceanu and Rotarescu (2013) proved that the exposure to 30-minutes of audio-visual stimulation with the frequency of 10,2 Hz significantly improves cognitive skills. Based on their research, authors claim that people need to be exposed to AVS at least for 20 minutes in order to achieve positive effects. ...
After buying a new bed and feeling restless in a new home, I decided to buy a few meditation tracks. I have to say, for the last 2 months, I play this mp3 every night and fall asleep within 5-10 minutes when earlier it took me much longer. I am more relaxed when I sleep! Only hiccup is sometimes I wake up in the night, however, I fall back asleep quickly since the music is on repeat mode. A great purchase and highly recommended for people with insomnia!
Business executive and radio producer Robert Monroe started experimenting with brainwave entrainment and has a series of powerful out of body experiences using it. In 1971 he published his cult classic “Journeys Out of the Body” sharing his experiences. He later created one of the first audio entrainment companies called Hemi Sync, alongside the Monroe Institute of Applied Sciences.
Years of scientific study combined with the personal testimony of thousands of people establish that using brainwave entrainment techniques positively affects the physical, mental, emotional, and spiritual well-being in a majority of users. You can easily take advantage of these powerful methods of personal self-help and self-improvement by downloading a variety of entrainment music right now.
There is a solution, which, although you may not have heard about it, has been around (and scientifically tested!) for decades now. By using binaural beats, you can ease your brain from its active state into a more restful state simply by listening to a different frequency wavelengths of sound in each ear. Because two different wavelengths are entering through two different entrances (your ears), that difference is perceived as a “beat” (though it may sound like a warble to some) that resonates at the frequency equal to the difference. The brain will entrain (match) itself to the beat produced by the difference in wavelengths. If the difference between the two wavelengths is less than seven hertz, your brain will fall into a state of deep relaxation, also known at the theta range.
Alpha Waves are electromagnetic oscillations in the frequency range of 8Ð12 Hz arising from synchronous and coherent (in phase / constructive) electrical activity of thalamic pacemaker cells in humans. They are also called Berger's wave in memory of the founder of EEG. They place the brain in states of relaxation times, non-arousal, meditation, hypnosis

Going deeper into a trance-like state of meditation, you enter the mysterious Theta state where brain activity slows almost to the point of sleep, but not quite. Theta is one of the more elusive and extraordinary realms you can explore. It is also known as the twilight state which you normally only experience fleetingly upon waking, or drifting off to sleep.
A binaureal beat is created by playing a different tone in each ear, and the interference pattern between the slightly differing frequencies creates the illusion of a beat. It's intended to be heard through headphones, so there's no cross-channel bleed across both ears. Listen to this, I'll play a simple binaural beat, and I'll slide the pan control back and forth from one ear to the other. You can see that there isn't actually any beat, it's just an acoustic illusion:
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