Sleep is crucial for human health, and EEG signals play a significant role in sleep research. Due to the high-dimensional nature of EEG signal data sequences, data visualization and clustering of different sleep stages have been challenges. To address these issues, we propose a two-stage hierarchical and explainable feature selection framework by incorporating a feature selection algorithm to improve the performance of dimensionality reduction. Inspired by topological data analysis, which can analyze the structure of high-dimensional data, we extract topological features from the EEG signals to compensate for the structural information loss that happens in traditional spectro-temporal data analysis. Supported by the topological visualization of the data from different sleep stages and the classification results, the proposed features are proven to be effective supplements to traditional features. Finally, we compare the performances of three dimensionality reduction algorithms: Principal Component Analysis (PCA), t-Distributed Stochastic Neighbor Embedding (t-SNE), and Uniform Manifold Approximation and Projection (UMAP). Among them, t-SNE achieved the highest accuracy of 79.8%, but considering the overall performance in terms of computational resources and metrics, UMAP is the optimal choice.