The most obvious thing to look out for when writing characters from the afterlife is that they can’t physically interact with their environment, at least not in the same way as non-supernatural characters do. If they can touch, taste and smell then you’ll need to come up with a plausible theory as to how they can do this, otherwise your reader will be left with questions about the world you have created and that pulls them out of your story.
It’s also tempting to give your otherworldly creatures completely human emotions, yet these also need to be explained. The process of dying and experiencing the afterlife will need to affect their personality in some way, just as going through the experience of, for example, divorce or completing an alcohol rehab program would change your real life characters. Whilst the ways in which death will have changed your characters will be down to your imagination, they can’t just be randomly picked out of the ether without some tangible theory attached.