Fatigue, sleepiness and disturbed sleep are important factors in health and safety in modern society and there is considerable interest in developing technologies for routine monitoring of associated physiological indicators. Electrophysiology, the measurement of the electrical activity of biological origin, is a key technique for the measurement of physiological parameters in several applications, but it has been traditionally difficult to develop sensors for measurements outside the laboratory or clinic with the required quality and robustness. In this paper we report the results from first human experiments using a new electrophysiology sensor called ENOBIO, using carbon nanotube arrays for penetration of the outer layers of the skin and improved electrical contact. These tests, which have included traditional protocols for the analysis of the electrical activity of the brain--spontaneous EEG and ERP--indicate performance on a par with state of the art research-oriented wet electrodes, suggesting that the envisioned mechanism--skin penetration--is responsible. No ill side-effects have been observed six months after the tests, and the subject did not report any pain or special sensations on application of the electrode.