Human brain consists of millions of neurons which are playing an important role for controlling behavior of human body with respect to internal/external motor/sensory stimuli. These neurons will act as information carriers between human body and brain. Understanding cognitive behaviour of brain can be done by analyzing either signals or images from the brain. Human behaviour can be visualized in terms of motor and sensory states such as, eye movement, lip movement, remembrance, attention, hand clenching etc. These states are related with specific signal frequency which helps to understand functional behavior of complex brain structure. Electroencephalography (EEG) is an efficient modality which helps to acquire brain signals corresponds to various states from the scalp surface area. These signals are generally categorized as delta, theta, alpha, beta and gamma based on signal frequencies ranges from 0.1 Hz to more than 100 Hz. This paper primarily focuses on EEG signals and its characterization with respect to various states of human body. It also deals with experimental setup used in EEG analysis.