The key is the interface hardware - you need a good high gain, low noise amplifier as the typical EEG (or ECG or similar) pickups tend to be in the uV range.
My strong recommendation as this is your first MCU project, is to start with something much simpler. I know you can program but setting up a microcontroller is not trivial - getting the programmer set up, the oscillator right, and the ability to debug whatever code you have is essential. Even if you use something like the Arduino framework, there is a lot to get started. Therefore I'd suggest that you at least do a 'flash a LED' project which will make sure that you have the basics right, and then start working with the UART (assuming that is how you want to output for text), the GPIO and ADC modules etc..
Also remember that you either need to know how to use fixed point integer arithmetic or have an MCU that has a floating point processor (don't know if the one you mention does). If you are used to programming on a PC or similar, then an MCU is a VERY different proposition - slower processor, often single core (although better these days), limited FLASH and RAM, normally limited floating point capability if any.....
And of course, make sure that you run from a battery for safety sake.
Susan
Edit: Just looked up that device - I don't think you have much hope: 8-bit CPU, 32KBytes of Flash, 2K bytes of RAM, definitely no floating point processor (any floating point will use code from a library so will be slow - you MUST use fixed point or integer maths only).
Also remember that the instructions are 16-bit wide so you only have 16K of those at most. Further the RAM maps over the working and IO registers so you have a little less than the 2K bytes in reality.
The 20MHz clock may not be an issue for you but it makes it even more important that you do your coding VERY carefully.
S