This is a common misconception, not helped by the Greek word for sleep, hypnos. But hypnosis has nothing to do with sleep.
You don’t ‘go under’, you definitely don’t become unconscious, and most likely you won’t fall asleep during a hypnotherapy session (though this sometimes happens because it feels so relaxing!)
Suffice to say that, in itself, hypnosis is not a state of sleep but a state of waking focused attention and absorption.
Sports people call it being ‘in the zone’ or in a state of ‘flow’.