If you do find you need to bring down the output of the theremin, the Behringer Ultra-DI (http://pro-audio.musiciansfriend.com/product/Behringer-ULTRADI-DI100-Direct-Box?sku=182452) , or something similar, would do the job (maybe even a volume pedal). I can't say for sure, but even with that fine amp, I would think the theremin would sound better with a lowered output going into it.
As far as tuning goes. The manual goes into great detail about tuning the "inner guts" which may be what you find confusing. When using the front panel knob, you might think of it as adjusting the distance from the pitch rod that zero beat (no sound) occurs. The further from the rod this is, the further apart the notes will be, stretching things in a sense. A good playing distance might be 18", about the length of the wood case, but feel free to adjust to what feels right.
Unless something seems really out of wack you, shouldn't have to go inside the case. Tuning the insides can seem/be tricky for a non-electronic beginner. It took a few times before I got the hang of it (keep in mind the internal trimmers are delicate, only use the red stick they give you!) But in all reality, it's not that hard, just spooky at first. If your gentle, you shouldn't mess anything up that can't be fixed with a proper adjustment.