Hi there, Alpha: 7-12 Hz is a more focused yet relaxed state. Alpha states are associated with learning, processing, storing and recalling information. It happens whist we are awake.
Theta 4-7 Hz is present during deep meditation and light sleep.
Delta: 0.5-4 Hz is when you are in the deeper stages of dreamless sleep. Delta brainwaves are associated with being completely unconscious, and in this state we do not remember or know anything.
You can also listen to positive affirmations during alpha state, in the background, but since you are still awake, the conscious mind might interfere and become resistant.
That's why it is recommended for affirmations to be listened to whist in theta state because when you are on the verge of falling asleep or waking up, it's easier for the subconscious to absorb the information.
Hope it helps!