Mental state detection is the need of today's age due to increase in cases of mental disorders. Emotion describes the current mental state of the human being. The development of Emotion based Non Invasive Electroencephalogram brain-computer interface will be useful to analyze brain activity and to read hidden brains of people in need that most of us take for granted. The behavior of Electroencephalogram EEG signal is categorized in linear, nonlinear, stationary and non stationary. Behavioral analysis of the EEG signal is necessary to understand complex brain activity. The focus of this paper is the Initial analysis of brain EEG signal for mental state detection of human being. This paper presents initial analysis of EEG signal, databases and emotion classification system for the development of Intelligent Emotion Recognition System.