Hypnosis is an altered state of consciousness. The word comes from the Greek - Hypnos, meaning sleep. It's actually more like day dreaming where you are able to bring yourself out of it at any time.
Have you ever driven a familiar route only to arrive at your destination without remembering the journey? If so, the chances are you were in a trance state. It is perfectly natural and you are completely in control.
Hypnotherapy is the use of hypnosis as a therapeutic technique and in this deeply relaxed state, suggestions can be easily accepted by the subconscious mind to allow change on a deep level.