Let $n = 2^m$, Then recurrence becomes $T(2^m) = 2^{\frac{m}{2}}T\left(2^{\frac{m}{2}}\right) + 2^m$ $ \color{green}{(m = \log_2(n))}$
Dividing by $2^m$ we get, $ \frac{T(2^m)}{2^m} = \frac{T\left(2^{\frac{m}{2}}\right)}{2^{\frac{m}{2}}} + 1$
Let $\frac{T(2^m)}{2^m} = S(m)$
Recurrence becomes, $S(m) = S(\frac{m}{2}) + 1 \color{navy}{\Rightarrow S(m) = \log_2(m)}$
$S(m) = \log_2(m) \Rightarrow T(2^m) = 2^m * S(m)$
Putting $m = \log_2n$, We get $T(n) = 2^{\log_2n}*\log_2(\log_2n) = n*\log_2(\log_2n)$
Thus $\color{red}{T(n) = \theta(n\log \log n)}$