Putting a physical description of the ghost is a bit difficult. That's because as a ghost he has appeared in multiple different forms in order to get the best scare out of people. He's been a headless earl, "The Corpse-Snatcher of Chertsey Barn," The Blood-sucker of Bexley Moor," and multiple others. The physical description of the Canterville ghost the first time that Mr. Otis sees him is as follows:
"Right in front of him he saw, in the wan moonlight, an old man of terrible aspect. His eyes were as red burning coals; long grey hair fell over his shoulders in matted coils; his garments, which were of antique cut, were soiled and ragged, and from his wrists and ankles hung heavy manacles and rusty gyves."
It's probably better to do a character sketch of the ghost based on personality traits. First and foremost, the guy that is the ghost, Simon Canterville, is messed up. He killed his wife for a trivial reason. Power trip much? Then he was starved to death by his brother-in-laws for revenge. Yikes. The ghost is obsessed with power. It's why he sticks around to haunt the house for so many years. He likes to be in control of his former mansion. He's a bully. He killed his wife through physical violence, and he scares people by physically manipulating the environment around him. And when he can't do that with the Otis family, the ghost gets angry. Then he tries harder to scare them, which shows that he is at least determined in his endeavors. But as the story goes on, the reader learns that the ghost deeply desires eternal rest. He's tired. He wants it all to be finished. And it's through the Ghost and Virginia's relationship to him that the reader actually comes to sympathize with the ghost.