Thelma allows too many genres in it, not focusing in one, but rather, blending them all together. Take it as you will: be it as a mess or as a nice mix.
Photography is undeniably stunning, much like Thelma's character, played by Eili Harboe. The actress does a fantastic job of carrying the movie by herself, as other actors are very forgettable.
The shot at symbolism in this movies is incoherent and shallow. Most of what the movie wants to evoke, question and state, is already pretty obvious by itself, making the whole supernatural drama a unnecessary whim.
There is little to be said about what Thelma is. It mostly deserves praise for how it is shown.