Attributes, Race, and Traits
Most of the people who have played host to Zarathos for any length of time have been human. Though that isn't a requirement by any means (and a flaming orc skull would be pretty awesome), humans have been the demon's favored host. When it comes to your attributes, your primary consideration should go to your Charisma score. After that, you need to decide whether you're attacking with Strength or Dexterity. Wisdom should also be as high as possible, if you have a good number left. Your Constitution, for fairly obvious reasons, won't be a concern.
As to your traits, you need to ask if you're re-creating one of the existing hosts (Johnny Blaze, Dan Ketch, etc.), or if you're making your own. Traits that will serve the Rider well, though, may include Deathspeaker (+2 trait bonus on Diplomacy checks when dealing with Undead, and +2 on Charisma checks to influence the Undead, as with Command Undead), or Demoralizing Presence (+2 trait bonus on checks made to demoralize opponents). Other fitting traits might include Oathbound (+2 bonus on Will saves against Charm and Compulsion effects), Demon Smiter (once per day, gain a +4 bonus on a single attack roll while fighting demons), or even Vindictive Strike (once per day, gain a +1 trait bonus to attack against a creature who just hit you).
Class, Feats, and Skills
Adding a Template
What's Your Story?
The legend of the Ghost Rider has changed with every host who has worn the flames of Zarathos. How did you acquire it? Are you trying to rid yourself of the condition? Do people even know who you were before you rose as the avatar of vengeance, mounted on a nightmare as you hunted down those you deemed deserving? Were you a good man in a former life, who is now little more than a hanging judge? Or were you so bad that even death didn't want to lay its hands on you?