The theremin is a pretty neat instrument. However, it is notoriously difficult to learn. I’d blame at least part of that difficulty on the fact that playing a hands-off instrument means that you must do so without the advantage of tactile reference points.
Let’s fix this by adding an array of holes somewhere near the instrument, continuously producing streams of air. With the proper orientation of these streams, the relative pressure on the skin caused by the moving air could be an aid for thereminstrels (thereminists? thereminers?) in tactically sensing how close their hands are to the device.
We could add an extra dimension of positional information by having the output air temperature vary between the holes. This means that you know how far down the axis you are based on how warm or cold the air is.
Heck, let’s add a third dimension of information. Lace the air jets with a little water vapor. Shine lights of spatially-varying colors into the air. It may not be tactile feedback, but it just might be helpful for a beginner to learn that she can shift her pitch to approximately a C sharp by moving her hand to the blue, chilly area in front of her.