The theremin was invented by Russian physicist Lev Theremin in 1919 and became the first electronic musical instrument that had a career in the XX-century and it is still the only instrument which can be played without any mechanical touching. The theremin-player moves his hands near two antennas. The proximity of the right hand to the vertical antenna changes the electromagnetic field thus changing the pitch of the sound over a six- octave range. Left hand controls the volume. Theremins sound remembers sometimes the cello or violin, sometime the flute and often the human voice. The instruments circuit uses a beat frequency oscillator, in which an audible musical tone is derived from the beating between two high-frequency oscillators. The frequency of one of the oscillators is fixed. The frequency of the other is altered by the performers proximity to the pitch antenna.
Wikihow published good explanation of how to play the theremin