Hi Jan, welcome to Theremin World.
Ideally you want a keyboard amplifier - one that can take line-level output as from a keyboard and that responds well throughout the audio spectrum.
The line-level output of the etherwave is a lot more powerful than guitar levels and can cause unwanted distortion of the sound if played loud on a guitar amp.
There is a simple modification to the instrument - replacing one resistor (page 9 of the hot-rod manual, download here (http://www.moogmusic.com/manuals/HotRodEtherwav.pdf)) - which lowers the level to work with a guitar amp.
Or you can buy a cheap low impedance inline volume pedal and use that to attenuate the signal.
It is more expensive than a resistor, but has the advantage that it is easily removed to use a different amplifier, and I have found that some effects pedals - particularly my reverb pedal - work better put in the effects chain before the volume pedal has reduced the volume.
The disadvantage is that occasionally I step on mine inadvertently and am startled by the sudden increase in volume. I also suspect that these incidents are not good for the amplifier. My poor little Fender 15R guitar amp seems more hissy than it used to be, and I think this might be the cause.
You will need a microphone stand to support your etherwave and an audio cable to connect the theremin to the amplifier.
I suggest you either use an amp with built in reverb or buy a reverb pedal as the theremin's tone can be very dry without a little bit of reverb.
I think the best route is to use an inexpensive amplifier until your playing skills develop, and then audition amplifiers at a music shop and choose one that has a sound you like.