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The quantification of brain dynamics is essential to its understanding. However, the brain is a system operating on multiple time scales, and characterization of dynamics across time scales remains a challenge. One framework to study such dynamics is that of fractal geometry; and currently there exist several methods for the study of brain dynamics using fractal geometry. We aim to highlight some of the practical challenges of applying fractal geometry to brain dynamics—and as a putative feature for machine learning applications, and propose solutions to enable its wider use in neuroscience. Using intracranially recorded electroencephalogram (EEG) and simulated data, we compared monofractal and multifractal methods with regards to their sensitivity to signal variance. We found that both monofractal and multifractal properties correlate closely with signal variance, thus not being a useful feature of the signal. However, after applying an epoch-wise standardization procedure to the signal, we found that multifractal measures could offer non-redundant information compared to signal variance, power (in different frequency bands) and other established EEG signal measures. We also compared different multifractal estimation methods to each other in terms of reliability, and we found that the Chhabra-Jensen algorithm performed best. Finally, we investigated the impact of sampling frequency and epoch length on the estimation of multifractal properties. Using epileptic seizures as an example event in the EEG, we show that there may be an optimal time scale (i.e., combination of sampling frequency and epoch length) for detecting temporal changes in multifractal properties around seizures. The practical issues we highlighted and our suggested solutions should help in developing robust methods for the application of fractal geometry in EEG signals. Our analyses and observations also aid the theoretical understanding of the multifractal properties of the brain and might provide grounds for new discoveries in the study of brain signals. These could be crucial for the understanding of neurological function and for the developments of new treatments.