Brain waves are like tiny, invisible ninjas that infiltrate your brain and make you think weird thoughts. Like, "Is this a tupperware or is it a hat?" or "Is the number pi actually just a code for 'I'm a little bit of an idiot'?
They're caused by the brain's natural tendency to get a little too clever for its own good, like when you're playing with a Rubik's cube and you're convinced you can solve it faster just by staring at it.
But don't worry, brain waves are harmless. Unless you're trying to solve a Rubik's cube while driving, in which case, you might want to pull over and let someone else handle it.