Unfortunately, this is off topic, also insufficient information is given and the question is far to general, therefore it cannot be answered here and will be closed.

We closed this question, but here's some advice. The first step in any project is to do your research. So: go and search the Web for articles about clustering methods, read them, understand them, try to apply them to your data. Then come back with a real question when you have specific problems.

Maybe a good way to start out is to go through the articles in this google scholar query: http://scholar.google.com/scholar?hl=en&q=cluster+analysis+EEG, read the Methods sections and try to do something similar.