The descriptions revolving around the masked ball (and those present at it) are the main way in which Poe's great story misleads. When Prince Prospero sees the figure "disguised" with the marks of the Red Death (the plague), he assumes it is a particular daring guest, and challenges the person. He pursues him, and the impression is that the figure has a physical form; that's how the story sounds. However, when Prospero catches him, there's nobody (and no body) inside. It's just the Red Death. This symbolizes the presence of the plague nicely…but what happened on the literal level? Was the prince hallucinating? Was there a spirit of death? Etc.