Electroencephalograms (EEG) have been used in a few cases in the context of software engineering (SE). EEGs allow capturing emotions and cognitive functioning. Such human factors have already shown to be important to understand software engineering tasks. Therefore, it is essential to gain experience in the community to utilize EEG as a research tool. To report experiences of using EEG in the context of a software engineering education (review of master theses proposals). We provide our reflections and lessons learned of (1) how to plan an EEG study, (2) how to conduct and execute (e.g., tools), (3) how to analyze. We carried out an experiment using an EEG headset to measure the participants' attention rate. The experiment task includes reviewing three master thesis project plans. We describe how we evolved our understanding of experimentation practices to collect and analyze psychological and cognitive data. We also provide a set of lessons learned regarding the application of EEG technology for research. We believe that that EEG could benefit software engineering research to collect cognitive information under certain conditions. The lessons learned reported here should be used as inputs for future experiments in software engineering, where human aspects are of interest.