Theremin instrument is played without being touch even slightly. There are two antennas, horizontal and vertical, and both of them are surrounded with electromagnetic field. When you bring your hand closer to any of the antenna, it creates interference in the electromagnetic field that produces sound. The horizontal antenna controls the volume of Theremin while the vertical antenna affects the pitch.
If you are a right-handed, then use your right hand to alter the pitch by moving your hand between your body and the antenna at around shoulder-height. Remember, the closer your hand will be from the antenna, the higher the pitch will be while the farther your hand will be from the antenna, the lower the pitch will be.
While you are adjusting the pitch, use your left hand to alter the volume by moving your left hand in an upright manner. Remember, the closer your hand will be from the antenna, the lower the volume will be while the higher or the farther your hand will be from the antenna, the loudest the volume will be.
Once you have familiarized yourself with the instrument, the next thing you need to do is to practice basic seven scales, as it will better your understanding of how to play the basic notes. Remember that this is one of the most difficult musical instruments, and it will take continuous practice to master.