Things we are told about the Knight
I wanted to take the time to compile all the characterization tidbits we get from various NPCs' reactions to & impressions of them in one place for reference.
Appearance/ physical characteristics
several NPCs describe them as rather skinny/scrawny looking. Indeed one of the Ghosts in the spirit's glade notes that they seem to have an 'underdeveloped shell' and probably should give up on travelling dangerous places (unaware, of course, that they haven't let it stop them from kicking ass & taking names for 200 years or so)
Despite this, they're apparently rather attractive, judging by the thirstings of Bretta & Salubra (both of which seem to consider their horns a particularly striking feature) - which leads me to imagine that they might roughly be the answer to "what if Peter Dinklage was a bug" - (as an example of someone who obviously 'has something' but in other ways handsome enough to draw hordes of fangirls)
According to Divine of the Grimm troupe, they have many different smells clinging to them, but don't have one of their own (the former likely being a result of their adventuring & the latter of the void)
According to Karina the Moth Ghost they "bear no markings of rank" - she seems knowledgeagle enough to suspect that they might be a Higher Being, but isn't quite sure if they aren't 'just another lowly grub'.
Cornifer can't tell if they have any sort of smell organ (though, he might've been expecting something more like his own trunk.)
they're usually somewhat messy/weather-stained/tousled looking - Lemm, Zote & Emilitia both comment on them being a bit "tattered/dirty"/ "soggy"
If you look past the lack of bling, however, they seem to have a striking resemblance to their father (Emilitia even briefly mistakes them for him at one point... but then quickly dismisses the possibility that they could be nobility. They probably don't act like it, effectively having been abandoned in the wilderness / grown up like a street urchin.)
Their sprite doesn't change with their equipment, but they've visibly got the shade cloak draped around them after acquiring it (which Hornet comments on)
interestingly they can't see in the dark despite being made of living shadow, little 'hybrid mismatch' of being a creature made of Void & Soul. (I'd presume they can somehow tell where they're going shade form)
The "cloak" is actually their wings (visible in their double jump animation - Sly's cloak/wings kinda drawn the same way) - presumably those were rendered unusable by the void bath but work if supplemented by the monarch wings. Presumably the same thing is true of the Pale King's "robe".
Godseeker describes them as 'Eater of Soul', so, it might be that they live off of the stuff (void is generally said to consume all soul/life, & shadow creepers don't eat anything). They might not have/make their own (Jiji says they have 'so soul') & hence have to take in animating force from the outside - despite this I do think they prolly have a physical mouth, they're just not drawn unless opened as a general art style thing, Isma's tear is described as a fruit & they're said to have consumed it.
Their slight glow/shine is diegetic (Bretta describes it - granted, she was in fangirl mode. )
They definitely count as a Higher Being (both their parents are one & they can read the 'higher beings only' tablets) - the question is, would they have counted as a Pale Being. We've heard of non-pale wyrms & roots; seems to be some individuals being born as especially strong & something you are or aren't. (cf. Hornet being described as "child born pale") - & it seems you get considered nobility by default (like a queen bee would be) Some NPCs do refer to them as 'pale thing' & they glow a bit (though this might reflect them just being touched by the influence of one, like the random ferns) On the other hand, the Mask Maker tells them how 'only the ancient caste attempted this vast rule & they still failed' like they don't count as 'Ancient Caste'. Plus their color scheme isn't all achromatic, their wings are blue. They would've been just a 'regular' Higher Being if not for the void.
Aside from the arrogant sorts (Tiso, Zote etc.) that underestimate them & get uppity, most NPCs recognize them as a seasoned warrior & experienced traveller/adventurer. (Quirrel observed that "You'd probably be quite intimidating if you were taller")
The main characteristic that gets repeatedly pointed out is that they are brave, fearless & unflappable.
According to Seer, they're a quick learner. The Hunter also notes them to be inquisitive ('seeking to understand')
the Snail Shaman finds the glow-up they gave to his spell kinda creative ('unique & expressive' even)
Ogrim finds them to have a chivalrous, heroic vibe (which probably means something coming from Mr. Lawful Good(TM)) - they do pretty often stop along their path to rescue bystanders in distress (such as Sly, Bretta, Cloth, even Zote, twice, though he wasn't very grateful the 1st time around)
He also describes themas having a 'noble bearing' (that's probably noble as in heroic, not as in aristocratic) & notes that this reminds him of the Pale King. (they're compared more than once, not just in looks but in personality as well - WL considers them alike in their 'dedication & resolve', and Bardoon implicitly compares their willingness to attempt impossible tasks.)
Quirrel, The Snail Shaman & Jinn describe them as lacking facial expression. Part of that might be the general 'unreadableness' of the void, but probably not entirely, considering their non-void relatives also somewhat stoic and/or pokerfaced.
Mato thinks they're a bit uncertain of their strength/ unsure of their worthyness, & reassures them about this
Both Oro & the Hunter however also note them as having a thirst to become stronger (might be related to proving themselves)
Godseeker speculates that they want to prove themselves equal to the Pure Vessel/ Hollow Knight (but also kinda get to know them / "draw closer together")
There's a notable shift after obtaining the voidheart, that is described by Jiji as having fully made peace with one's regrets after 'wanding through the darkness' or by Jinn as 'vulnerable, yet triumphant' - probably a sort of deep self-acceptance/ zen-like enlightenment
The following contains a bit more interpretation/ not that explicitly stated, but:
They're attached to their weapon (Quirrel repeatedly tells them to get a new one but they just... don't, until he gives up & points them to the Nailsmith to get their old one fixed) - one may presume that it's their "orphan's plot trinket"/ only reminder of where they came from. The way it's described as the traditional weapon of Hallownest is probably the first hint that they've been there before.
They're somewhat trusting (Milibelle, the Distant Villagers, the Shaman etc.) but usually able to fight their way out of the consequences. WL also states they'd be naive to trust the Grimmchild. It stands out in hindsight compared to how Hornet is much more vigilant & guarded overall.
They probably have some sense of whimsy & playfulness (they can splash ppl in the hot springs, for example, which Hornet won't do even that one time Sherma asks her to)
we can also infer some compassion from the action of giving flowers to ppl who seem lonely & taking the time to listen to Marissa - Quirrel also gets the impression at one point that they feel sorry for the zombified miners.
It's possible that they like songs/music, though they are likely physically incapable of singing (they also listen to Myla's musical endeavors for example)
they're also probably less goal oriented than Hornet is (in her game clear goal from the start, whereas the Knight just curiously meanders around until they stumble across the plot in a much less linear progression)
from how the quickslash charm description parallels their backstory, we might infer similar motivation ("the imperfect nails still long to be wielded"), they want to prove themselves as a worthy knight / find a purpose despite not being chosen. The joke is that they're kind of in the collosseum for the same reason as Zote, even if they haven't let it turn them into a jerk.