Short answers, pulled from the story.
Nine mortal men received Rings of Power from the Dark Lord Sauron during the Second Age. These rings granted them immortality but slowly stripped away their humanity until they became invisible wraiths bound to Sauron's will.
Merry Brandybuck stabbed the Witch-king with an ancient enchanted Númenórean blade while Éowyn drove her sword between his crown and mantle. Both weapons disintegrated after piercing him, fulfilling Glorfindel's prophecy that he would fall not by the hand of man since a woman and a hobbit struck together.
During early forays the Ringwraiths rode black horses bred or trained in Mordor which endured their terror better than normal animals. Later they appeared mounted on hideous flying beasts called fell beasts which Tolkien described as pterodactylic though not actual pterodactyls.
The word nazg means ring while gûl means wraith in Black Speech according to philological analysis of Tolkien's work. Jason Fisher explored how wraith connects to Old English wrīþan meaning to bend or twist alongside Gothic wraiqs meaning curved or crooked.
Those suffering excessive proximity to a Ringwraith experienced hypothermia and weakness leading to progressive loss of consciousness and death. Faramir showed symptoms different from typical cases by suffering exhaustion with heat stroke combined with psychological distress until Aragorn used athelas herb to heal others.