Headphones

Hello everyone. I am new to the theremin and would like to try using headphones. I only play for myself at home and have no idea what I am doing. I have an OpenTheremin v4. Can I plug headphones directly into the theremin or do I need a mixer or headphone amp or something in between? Is there anything I should be looking for when purchasing headphones? Thank you in advance for any advice!

I was struggling with the exact same questions! My OT4.5 is still on its way, but I did some research and ordered some auxiliary gear (low budget, though...), so for results: some patience, please
From what I've found it should be possible to connect headphones directly, although that limits volume control to the volume antenna. Low impedance is good, but if it's a high sensitivity set, somewhat higher impedance should also be fine. Many bluetooth headsets have a slight delay in producing the sound (even when using an input signal from a wire), called latency, which would be very annoying and severely limits your ability for pitch correction. I ordered a headset that is purely wired, no Bluetooth possibilities whatsoever and no microphone. Alongside, I ordered a very small headphone amp, to at least have some external volume control. 
Note, though, that if your amp is absent or not grounded (like mine is), you will need another way to ground the theremin. I'll try a laptop charger as well as a separate ground wire. I'll let you know how things go.

Alright, I have received and tried out my Open Theremin V4.5. My headphones (Sennheiser HD 280 Pro) can be plugged in directly, but
1) it is rather loud. This can obviously be counteracted by the volume antenna, but with no hand there, the volume is very loud. 
2) it is mono, i.e. the sound only comes into one ear. For this you could get a mono to stereo plug.
With the small amp I get a volume regulator, which can make it much more pleasant. It does seem to introduce a slight hum (this amp is not grounded; I ground the theremin through a laptop charger with earth connection), but it is only in the background, so I'll deal with that for the time being.