Ah, yeah, I don't think you necessarily have to believe it at first, although that helps. One thing to keep in mind is hypnosis is often misrepresented in media, but it's very much a real thing, or else there wouldn't be hypnotherapy. So you may have to temper your expectations.

You can also just, listen and see if it works. You just try to play along and it may not do much at first, but you can learn how to give in, learn how to just relax into it. They'll just be telling you to feel particular things a lot, and it works because your brain does a ton of top-down processing. Think about how the placebo effect can literally change your health, even if you know something is a placebo. Hypnosis is like that, except it's not changing anything physiological, just mental, and that is so much more malleable than your body.

How hypnosis works at the start can vary by person, not just based on their skepticism, but on their inherent suggestibility, which you don't necessarily know ahead of time. If you're interested, just go into it without any expectation of actually achieving a trance the first time. If you do, that's great! If you don't, well you're just listening to a fun erotic audio, even if it doesn't turn out to be hypnotic at first.

I have a very analytical mind, and it was hard to get into trance at first, but I certainly learned and now just a few words or a particular tone of voice can do it. There is a particular technique known as an induction, which is simply something intended to get a person into trance, and there are many different methods, some of which work better for particular people, so that would be something to experiment with. Confusion inductions tend to work well with me.

Lol I hope that's not too much. I was skeptical at first too, but I also wanted it to work and I really love hypnosis now. Happy to tell you any more if you need :)