It is perfectly normal to experience Theta brain waves while awake. Delta would mean you were in a deep dreamless sleep, so it is not likely that is what you are experiencing. Theta can come about by doing tasks which require little thinking like brushing your teeth/hair in the morning, or (unfortunately) driving on the highway for several minutes. Not that driving doesn't require thinking, but a lot of people are known to fall into theta states on the highway. Sitting at a computer and letting your mind wander will also induce alpha/theta brain waves. So really it's nothing unusual, even though you personally may be unfamiliar with experiencing such states during your day.