1. light, airy, or tenuous: an ethereal world created through the poetic imagination.
2. extremely delicate or refined: ethereal beauty.
3. heavenly or celestial: gone to his ethereal home.
When encountering something ethereal Referee should pay attention for describing it. The description should be a little eerie, mystical or even strange from normal. Ethereal is not something characters meet in everyday basis. Ethereal is something beyond that.
Should ethereal always be vulnerable and delicate? Pure and good? In weird fantasy, no.
Ethereal could be a place of evil but the mood there is ethereal in description as in definition 1. Evil is not always black and bloody red and heavy metal. Evil could be something else thus surprising breaking the assumption.
Ethereal beauty is not pretty bar-maid or council's daughter. They are just beautiful. Within ethereal beauty there is something weird. Ethereal beauty is something what makes your will bend, makes you feel nervous. Even makes you feel dread. Ethereal beauty could be also something evil-doer possesses. Countess' beauty might be ethereal, beyond imagination, as a result she bathes in virgins' blood.
Ethereal being could be something out of this world. From another planes, dimensions or even Heavens. But this kind of ethereal even though is good might be devastating. The power of ethereal creature might be beyond human (demi-human) senses and even a glimpse might make one insane. Ethereal being might also radiate power from great distances with different effects. Fallen wounded angel might be in agony but nearby villages get great harvest and people never get sick. Ethereal being's suffering might be other's benefit. Demons and other evil spirits and beings might also masquerade their true nature in ethereal cloak to deceive lesser beings.
For Lamentations Of The Flame Princess don't forget the weird-fantasy with horror. There's always two sides and even though there is dark black there never should be light white. Light at most is in the shade of gray.
Ethereal place might bring comfort and be magnificent beyond dreams but because of that time there travels 10 times faster. Characters are so bewitched by the ethereal surrounding they get mentally stuck in there.
Ethereal beauty might make ones crazy, bend wills, or be gained by horrible actions and murderous torture.
Heavenly or celestial might not be what it seems, even good could be too powerful for mortals or it might be abused for evil gains.