They can go through walls.
# One of these new mobs will be called "Ghast", and it will be VERY unfair. Ghasts are floating jellyfish-like creatures, about 4x4x4 blocks large, inhabiting the Hell dimension. They can break blocks and throw fireballs at you which set the landscape on fire.
# Ghasts need a space of 5x5x5 to spawn. They will rarely spawn near portals in the normal world. Beware!
Notch has revealed what the Ghasts look like to PC Gamer