You tweak them when you find that no matter where you turn your pitch knob you can't get a decent playing field.
Last month I found I had to turn my knob a bit further clockwise each day. When it was pointing south-south-east I decided it was tweaking time.
Dmoney - welcome to Theremin World. If you got your etherwave new there should be one in the box. (The middle one of the three illustrated in the Radio Shack link. Mine is red.)