The theorem counter is dependent on the section counter (due to your definition of theorem). To that end, \thetheorem prints \thesection.\arabic{theorem}. So, if you modify \thesection, it will end up in the printing of the theorem title. A different approach might be to just update the way the section number is formatted inside the sectioning command(s):
\makeatletter
\def\@seccntformat#1{Section~\csname the#1\endcsname\quad}
\makeatother
This will hold true for all sectioning commands, including \subsection and \subsubsection (and possibly others). However, this may be sufficient. Here's a minimal example:

\documentclass{article}
\usepackage{amsthm}
\makeatletter
\def\@seccntformat#1{Section~\csname the#1\endcsname\quad}
\makeatother
\theoremstyle{definition}
\newtheorem{theorem}{Theorem}[section]
\begin{document}
\section{}
\begin{theorem}
A theorem.
\end{theorem}
\end{document}