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The unnamed figures, which strongly resembled ghosts (also referred to as "thought soldiers" by the Second Doctor and "wraiths" by Jamie) appeared around a train station and signalbox in Kent in the 1920s were the train carrying the the Unknown Soldier passed.
Biology
They resembled the apparitions of dead soldiers to the people that saw them, with a vague ghostly shape to them. They were unbound by physics, able to walk through walls. They had faces "as white as flour" according to Jamie, with eyes "like holes", completely blank. Their physical appearance changed depending on who looked at them. Ben thought they looked like the drowned sailors of ships in World War II that his uncle used to talk about, like that of the crew of the Invincible. Jamie saw them as the dead members of his clan from the Battle of Culloden, who were dismembered by the effects of grapeshot. Whereas the signalman, Michael Thomas and Frances saw them as the soldiers of World War I.
Their touch however was fatal, as being the embodiment of the collective grief of the Britain, it consumed you and destroyed you, as the signalman found out when he was killed by them. However, people who had served in war, such as Michael, Ben, Jamie and the Doctor (although he is unspecific about what he saw the figures as) could move unharmed, unlike the signalman, who had not. (AUDIO: The Mouthless Dead)
History
The Doctor theorised that the TARDIS' telepathic circuits were magnetising the thought-waves of the British nation at the time, grieving in the aftermath of World War I, and being enhanced due to the laying of the Tomb of the Unknown Soldier, which had enormous emotional significance to Britain at the time. The Doctor theorised that the TARDIS' telepathic circuits, which were damaged slightly after being hit by a train when landing, were projecting this grief into physical form, with the train carrying the Tomb of the Unknown Soldier becoming a magnet for the ghosts, drawing them to it. The Doctor was worried that if went on the train containing the Tomb of the Unknown Solider to London they would spread and grow even more, potentiality killing many people and causing chaos. They eventually dissipated due to the reuniting of Francis and Michael, with the TARDIS' telepathic circuits throwing the magnifying of grief into reverse, now magnifying hope and joy, effectively killing the soldiers. (AUDIO: The Mouthless Dead)