The recently approved FASERnu detector is the first neutrino experiment at the LHC. It will detect over thousands of neutrino interactions during the upcoming Run 3 of the LHC, with typical neutrino energies of a TeV. It will measure neutrino cross sections at energies where they are currently unconstrained and open a new window on physics beyond the standard model. As the first of its kind, FASERnu also paves the way for a high energy neutrino frontier program during the HL-LHC era, with higher luminosities and possibly larger detectors. I will discuss theoretical challenges and requirements as well as BSM physics opportunities, and look forward to many great contributions from the theory frontier community.