Wind Nymph

As depicted in the series, Wind Nymphs are female spirits often seen in the retunine of Wind gods like Aeolus.They are also called auras, the nymphs of gentle breezes, and harpies, strong and violent gusts of wind.

Physical Description
As Jason put it, they look like ghosts. You can see through them. Like most nymphs, they are depicted as beautiful young women.