How is Thaddeus Sholto presented?

In chapter 4, Thaddeus Sholto is introduced as:

a small man with a very high head, a bristle of red hair all round the fringe of it, and a bald, shining scalp which shot out from among it like a mountain-peak from fir-trees.

From this initial description, Thaddeus is presented as a rather unusual looking man. His conspicuously large head indicates perhaps an unusual capacity for intelligence.
Thaddeus is also presented as a character with a nervous, restless disposition. He "writhe(s) his hands together," his facial features are in "a perpetual jerk," and altogether he conveys the impression of a man "never for an instant in repose."
Thaddeus's apartment, described in the same chapter, also offers clues as to his character. The apartment is luxuriously furnished, with the "richest and glossiest of curtains and tapestries," and the floor is covered with a thick carpet and two "great tiger-skins." The description of Thaddeus's apartment thus suggests that this is a man who likes the finer things in life. It also compounds the impression, already implied by his physical description, that he is somewhat eccentric.
When Dr. Watson applies his stethoscope to Thaddeus's heart, he discerns that it is beating quickly and suggests that Thaddeus is "in an ecstasy of fear." This ties in with the physical symptoms of nervousness noted above. The overall impression is that this is a character who has either received a shock, or is expecting one.
Thaddeus's name also offers a potential clue as to his character. Thaddeus is a Greek name meaning "courageous heart."