Untold hundreds of thousands (if not millions) of people have learned the value of this exercise. I use both paraliminal messages which you hear and I also use programs where you have the sound on low throughout the night.
Do you have a desire that is not yet realized? Are you experiencing confusion around a given subject? Are you afraid you'll get something you don't want? If so, then here's how you can benefit from this.
Pick a subject that you want clarity about or want to feel better about. Be creative in your subject title.
Then create your own NAPS, which is positive words recorded and played in a loop, so you can listen to them all night while you sleep. This helps you to implant an affirmation, belief or goal into your subconscious directly with no resistance
When I make my NAPS I put theta waves as a background sound while the NAPS is playing and this helps a lot to keep me in the theta state. This state of mind is when the affirmations get easily implanted in the subconscious.
I frequently remember when I'm in the theta state - I'm totally unaware of what's happening around me and I can barely hear the theta sounds and a voice speaking.