Leonardo,
My personal expierience with depression is that it can severely influence ones desire to play any musical instrument.. It is also my expierience that the best cure for depression is to play!
I do not have experience of playing a theremin in this context, but I have used this "cure" with various instruments, and they all worked.. The first time I did this was when I was about 14, and only had an old signal generator and some circuits I had knocked together - using the sig-gen dial to play "music" is probably equivalent to playing a theremin in terms of difficulty. I then progressed to using a monophonic synthesiser I had built, then to polyphonic synths.
I find that I get relief from depression (regardless of what causes this) by forcing myself to just play, after a while I find that I lose myself in the playing - Definately not trying to play any tunes I have not created and definately not trying to hone any playing skills - just playing whatever comes .. Howling out the pain in the "music" I play - And often singing it out at the same time - words coming almost like automatic writing - probably mostly nonsense, but at times revealing surprising insights into the source of my depression.
When my first marriage came to a sudden acromonious end, I believe that my music saved my life.. I got custody of my 2 young daughters and life consisted of working part time, and looking after them on my own - I had 6 years where my only relief from depression was my "music" and the love from my children and the sense of purpose they gave me.
I cannot know whether this "escape" would work for everyone, all I can say is that it worked for me -
I am going to go off on an extreme indulgent rant now ;-) I make no apology for this, I believe I have just started a life changing phase of my life, and want to share this..
I have never been someone who was into "self help" books or "life coaching" - But I have been through the whole counselling gambit - Nothing "worked" except music.. But music did not fix all the underlying problems...
My recent health (and relationship) problems caused me to seek help from sources I never tried because of my scientific bias - I have spent a week with an old friend who is a life-coach and Rieki practitioner, and was introduced to "The seven habits of highly effective people" by Stephen Covey.. I have only worked through the first 3 habits, and started to alter my paradigms and destructive (reactive) behaviors - The surprising effect of this is that my depression has lifted in a way I have never expierienced before - I can now often choose not to be depressed, or if I find this difficult, go back and reabsorb the wisdoms detailed in the first habit, the reinforcement of which enables me to choose.. What I have understood for the first time in my life is that I am responsible for everything I feel - That there is nothing anyone or anything can do which can affect me, unless I give that person/thing the power to do so... Sure, on a physical level I can be hurt, I can have my liberty restricted, external events can be unpleasant - But my old habit was to react to these stimuli in a fatalistic way.. The first habit detailed in Covey's book is proactivty - and this is about taking control and responsibility - I argued against the ideas presented, I found them outrageous and unpalatable, but eventually realised the truth in them.. And it seems that a (for me, surprising) result has been a cure for depression.
Best wishes,
Fred.
Ps.. I do not know (and frankly, do not care) how it works - but I felt the week of Rieki 'therapy' has done wonders for me physically.. but this is not confirmed by medical readings, so I do not know if it is "real" in hard medical terms.. But feeling better is, I guess, a huge step towards getting better.