In Sir Gawain and the Green Knight, the Green Knight first enters into King Arthur's castle during the Christmas/New Year's celebration. Curiously enough, the king will not eat until all of his guests have been served or without witnessing a challenge (like jousting) or hearing an "uncouth tale of some adventurous thing." It just so happens that all of King Arthur's guests had been served their food when the Green Knight enters his castle.

The Green Knight was referred to as such based upon the fact that the man was green:

At the hue of his noble face
 men wondered;
 he carried himself in hostile fashion
 and was entirely green.

Outside of his color, the Green Knight was considerably large.

than there burst in at the hall door an awesome being,
in height one of the tallest men in the world;
from the neck to the waist so square and so thick was he,
and his loins and his limbs so long and so great,
that half giant I believed him to have been,
or, at any rate, the largest of men.

The Green Knight was clothed in green clothing, bedecked with fur and jewels. Not only was the knight green, his horse was green as well.

Outside of that, the Green Knight carried a holly twig in one hand and an axe in the other. The Green Knight was so impressive, and no person in Arthur's kingdom had ever seen such a being, that they all believed him to be a "phantom."

All were amazed who stood there, and stalked nearer to him,
with all the wonder in the world what he would do;
for many marvels had they seen, but such never before.
Therefore for phantom and faery the folk there deemed it.

Therefore, the Green Kinght's appearance was unusual given his great stature, his green color and his green horse.