Right after Joey appears, Rosa has a long conversation with him, and you should ask every topic you can.

When you gain control again, you might not realize it, but if you click on Joey again, you can ask him more questions, about your family, about ghosts in general, and about himself in particular. You don't have to, but it's a good idea to run through them all just for background.

The one topic you do have to get to is in the "Joey" section. He won't tell you much about himself -- guess that's a touchy subject -- but he'll happily demonstrate his ghostly powers for you.

Why won't Joey talk about himself?

The only physical manifestation he can do is a puff of air, just enough to rustle the curtains. Remember it for a time when you need to interact with something without touching it.