Caith Sith sits on top of a large stuffed mog with his megaphone. His real body is in the Shinra building so he can take unnecessary risks when required. He's a fortune teller but not a good one.
Caith Sith is pretty weak at attacking and not very good with magic either. He's not someone to have in your main party as there will always be better options. His limit breaks are based on luck.