Brainwaves are grouped into 5 categories: gamma, beta, alpha, theta and delta. Theta brain waves, measured at 4-7 Hz, are the brain frequencies of the barely conscious states just before sleeping and just after awakening.
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It is in this theta state that one is said to be in their most creative frame of mind. For instance - have you ever had a good idea while in the shower ? How about on a long drive ? These are both examples of your brain operating at a lower frequency and entering a theta state.

Famous Theta Advocates:

Thomas Edison

When Thomas Edison needed a creative solution to a problem he would sit in his comfy armchair with a steel ball in each hand at his side.

As he dozed off the balls would drop from his hands on to the floor, creating a crashing sound to awaken him. At that point, he would be ready with pen and paper to capture any thoughts.

Edison was entering a theta state of mind, and it was at this moment that Edison would capture many of his insights.

Willie Nelson

Willie Nelson famously wrote 3 hit songs in one week while driving from Texas to Nashville. Driving long distances allows ones brain to slip from beta into a theta state letting the creative juices flow.
Now, whenever Willie wants to write a tune - he hits the road.