Theremins require some warm up due to the uneven heating of the parts (i.e., small components will heat up faster than large ones).
When setting up for a live performance, my first priority is to get the theremin plugged in and turned on. That is, I set up the Theremin first and plug it in -- then I set up everything else.
If my theremin has had less than a thirty minute warm up time, I tweak the tuning between each piece.
A sudden change in temperature/humidity will increase the warm up time. For example, if your theremin is stowed in a cool, air conditioned space and then you move it to a hot, humid environment condensation will occur. Allow an extra twenty minutes for the theremin to air out before turning it on and tuning.
When I played at electro-music, my rehearsal space was air conditioned and the performance space was not. I was careful to set up the theremin in an inconspicous corner of the performance space over an hour before I actually set up and turned it on.
[i]-- Kevin[/i]