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Originally Posted by lmp
A spirit is more powerful than a being born of flesh. Note any Maia as compared to an Elf or Man. However, that spirit is, as unbodied, unable to have any effect upon material things, both living and unliving, other than by influence of thought.
A spirit can cause fear (not fëar), doubt, confusion, weariness, and the like, but cannot actually stop a bodied being in the road unless by influencing another bodied being to get in the first one's way.
Why would a spirit want to take on flesh? There is a good reason, and an evil reason. The good reason is to sub-create and enjoy; the evil reason is to possess and control. This is, of course, an oversimplification, but nevertheless harks back to some of the primary themes of Tolkien.
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And the Army of the Dead achieve what they do through simple fear (not green slime, as seen in the films
); the point presumably being that to all those on Middle-earth, even bad guys in league with Sauron, a ghost is an unnatural and terrifying thing.
We know that for Elves, to be a houseless Fea is a bad thing, an unnatural state. Tolkien says that not only are houseless Fear vulnerable to corruption but they are likely to turn to at the very least tricksy things (such as hiding in and 'possessing' trees and rocks) and at worst evil things. The only concept that Elves have of Hell is that they remain in the Halls of Mandos, houseless until Arda ends, though for some, this may in fact be a pleasure compared to life, e.g. Miriel, so Hell may in fact not be the appropriate term (how can we condemn her just for her suffering in giving birth to Feanor?!). So for some, at least, there is something slightly 'wrong' in wanting to be houseless, or a 'punishment' in being forced to be that way.