[i]I've just ordered my first theremin (Theremax), and I can't wait to build it and play with it.[/i]
Congratulations. The theremax is a challenging and fun kit and it has a nice tone quality. It is certainly a playable theremin.
[i]But then, I'll have to learn how to use it! What is a good way to learn, considering that my final goal is to play melodies?[/i]
I would suggest that you order the Peter Pringle dvd. The technique that he uses will work with the Theremax. There are other books available on technique, though I personally prefer the Pringle video. If you can get your hands on the Clara Rockmore Video, I would highly recommend that, too.
You can also check out the videos on my website http://kevinkissinger.com where I demonstrate some basic aerial fingering techniques. While I am playing an Epro in the videos, I own a Theremax (I started the same as you, by building a Theremax), and the techniques that I use with the Epro are transferrable to the Theremax.
[i]I'm pretty confident that I'll be able to make strange noise without much training.[/i]
To make noises with the theremin is a good way to loosen up. And who knows, you may create some nice freeform music.
[i]I've never been very good at solfege, I hope I can do it by ear. What is the profile of people out there? Are most people good at an other instrument before starting theremin, or learning it as a first instrument?[/i]
There are as many backgrounds as there are people, of course. Most (not all) thereminists who play melodies first started on other instruments.
You may want to work with your solfege -- to play the theremin requires one to hear intervals. Since there is no tactile reference with a theremin, the only way to tell if you are "on key" is by ear. To cultivate your sense of pitch will be important to your progress.
I would caution about running out, buying every book on technique, and trying to learn them all. Suggest that you choose a technique and then practice and refine.
How does one choose a technique? Well, one way is to listen to different thereminists. While there are many fine thereminists most have their distinctive style and approach. By all means, focus on the techniques/approaches of thereminists who's playing you wish to emulate.
Best wishes to you. May you enjoy your theremin journey.
[i]-- Kevin[/i]