It was never said, but there were some clues given.
* He was a man when he was alive, but is now a ghost.
* He wanted to protect "the children."
* At one point, he remembers he was chased by dogs. ("A Crime of Two Cities")
* He can only be seen by those to whom he reveals himself.
* He can read and feel emotions. He cannot hear.
* He communicates by writing. He cannot talk.
* He can travel through time. ("Just in Time")
* He can travel across the Internet. ("Who is Max Mouse?")