Quote 43
She was dressed in deepest black, in the style of full mourning that had rather gone out of fashion... (4.40)
The fact that she's in old-timey clothes is the first hint that she might be from another era, a.k.a. a ghostly being.
Quote 44
I did not stare, even the swift glance I took of the woman showed me enough to recognize that she was suffering from some terrible wasting disease, for not only was she extremely pale… only the thinnest layer of flesh was tautly stretched and strained across her bones… (4.40)
Not hot: when your skin looks like it's straining over your bones and you have a wasting disease. Eat a sandwich and put on some makeup, girl!
Quote 45
Her hands that rested on the pew before her were in a similar state, as though she had been a victim of starvation. (4.40)
Even her hands look ghastly. The woman in black certainly isn't winning any admirers, but she's certainly becoming more and more unsettling to Arthur (and the readers).