Sir Thursday isn't tall or handsome like other Superior Denizens. He looks quite ordinary and is not particularly tall for a denizen but he is extraordinarily strong and talented. He always wears a military uniform, but it is not as flashy as a high-ranking officer's uniform usually is: he wears the uniform of a private, except for the epaulets.
Domain and Key
Sir Thursday's key takes on the form of a marshal's baton, but can become a broadsword when he is in need of a weapon. He ruled the Great Maze, which is a huge chess-board style maze, each square a mile wide and across. All of the squares move at sunset. At the end of the maze, there is a mountain range containing a gate into the void. It is protected by four gates - the Gold Gate, the Silver Gate, the Bronze Gate and the Clear Gate, which is just an Immaterial Glass gate.
Dawn, Noon and Dusk
Sir Thursday's Dawn, Noon and Dusk are the Marshals Dawn, Noon and Dusk. Highly loyal to Thursday, they are also loyal to the Architect through the instructions of Lord Sunday, eventually betraying him after he broke his own rules. They are extremely skilled in sword-play, and were capable of holding their master at bay for enough time for Arthur to claim the Fourth Key. After Arthur took over The Great Maze, the Marshals kept their positions for their role in defending his claim.
Thursday's wrath leaves him with no patience or degree of failure, which causes him to frequently demote denizens after they show failure. He does however have a strict set of rules and honour-code as Commander of the Army of the Architect, which causes him to not immediately harm Arthur, due to his enrolment in the Army.
Sir Thursday does show a violent streak. He beats his Dawn, Noon and Dusk who bear black eyes and wounds. He holds Superior Saturday and Lord Sunday in high regard as his superiors, however ignoring the role of Lady Friday, suggesting that Thursday respects only those who he sees as worthy individuals who are stronger than himself.
Thursday was presumably executed by Dame Primus with Nothing, as mentioned by Lord Sunday in the final book.