w0ttm: Learn your instrument. Master it. Nail the pitch and phrasing. This is solid advice no matter what you play.
Most people agree that the theremin is the most difficult musical instrument ever devised. Unfortunately, due to its novel, high tech nature, it attracts the very people who are least liable to be able to play it seriously, and given the huge amount of time one has to spend mastering the instrument there is no financial reward at the end of the tunnel.
Many people who come to the theremin are "tekkies" who come for entirely technical/scientific reasons, not for musical reasons, and the chances are they will never be able to play precision theremin with the skill of someone who has come to the instrument for the love of music.
There ain't no such animal as a full-time "professional" thereminist, who makes his/her living solely from playing the theremin. How can you justify the hundreds, or possibly thousands of hours you are going to have to spend learning to control the device? It's fine if you are in a position to be able to subsidize your theremin career with your own money but not everyone has that luxury.
All this sounds so damn NEGATIVE but this is the reality of the situation.