The Dajjaal will be a man, created by Allaah to be a test for people at the end of time. Many will be led astray through him, and many will be guided through him; only the sinful will be led astray.
Al-Haafidh Ibn 'Alee al-Aabaar wrote in his book of history (at-Taareekh) that the Dajjaal's Kunyah (nickname or paternal title) would be Abu Yoosuf. 
Abu Bakrah said,
"The Prophet (صلى الله علیه وسلم) said, 'The Dajjaal's parents will remain childless for thirty years, then a one-eyed child will be born to them. He will be very bad and will cause a great deal of trouble. When he sleeps, his eyes will be closed but his heart (or mind) will still be active.' Then he described his parents: 'His father will be a tall and bulky man, with a long nose like a beak; his mother will be a huge, heavy-breasted woman.' " 
Abu Bakrah said,
"We heard that a child had been born to some of the Jews in Madeenah. Az-Zubayr ibn al-'Awaam and I went see his parents, and found that they matched the description given by the Prophet (صلى الله علیه وسلم). We saw the boy lying in the sun, covered with a blanket, murmuring to himself. We asked his parents about him, and they said, 'We remained childless for thirty years, then this one-eyed boy was born to us. He is very bad and causes a great deal of trouble.' When we went out, we passed the boy. He asked us, 'What were you doing?' We said, 'Did you hear us?' He said, 'Yes; when I sleep, my eyes are closed but my heart (mind) is still active.' That boy was Ibn Sayyaad." [Ahmad, Tirmidhee; this Hadeeth is not very strong] 
As we have already seen in the Saheeh Ahaadeeth, Maalik and others think that Ibn Sayyaad was not the Dajjaal; he was one of a number of "lesser dajjaals." Later he repented and embraced Islaam; Allaah knows best his heart and deeds.
The "greater" Dajjaal is the one mentioned in the Hadeeth of Faatimah bint Qays, which she narrated from the Prophet (صلى الله علیه وسلم), from Tameem ad-Daaree, and which includes the story of the Jassaasah. The Dajjaal will be permitted to appear at the end of time, after the Muslims have conquered a Roman city called Constantinople. He will first appear in Isfahaan, in an area known as the Jewish quarter (al-Yahoodiyyah). He will be followed by seventy thousand Jews from that area, all of them armed. Seventy thousand Tatars and many people from Khuraasaan will also follow him. At first he will appear as a tyrannical king, then he will claim to be a prophet, then a lord. Only the most ignorant of men will follow him; the righteous and those guided by Allaah will reject him. He will start to conquer the world country by country, fortress by fortress, region by region, town by town; no place will remain unscathed except Makkah and Madeenah. The length of his stay on earth will be forty days: one day like a year, one day like a month, one day like a week, and the rest of the days like normal days, i.e. his stay will be approximately one year and two and a half months. Allaah will grant him many miracles, through which whoever He wills will be astray, and the faith of the believers will be strengthened. The descent of Jesus son of Mary, the true Messiah, will happen at the time of the Dajjaal, the false messiah. He will descend to the minaret in the east of Damascus. The believers and true servants of Allaah will gather to support him, and the Messiah Jesus son of Mary will lead them against the Dajjaal, who at that time will be heading for Bayt al-Maqdis (Jerusalem). He will catch up with him at 'Aqabah 'Afeeq. The Dajjaal will runaway from him, but Jesus will catch up with him at the gate of Ludd, and will kill him with his spear just as he is entering it. He will say to him, "I have to deal you a blow; you cannot escape." When the Dajjaal faces him, he will begin to dissolve like salt in water. So Jesus will kill him with his spear at the gate of Ludd, and he will die there, as many Saheeh Ahaadeeth indicate.
Majma' ibn Jaariyah is reported to have said,
"I heard the Prophet (صلى الله علیه وسلم) saying, 'The son of Mary will kill the Dajjaal at the gate of Ludd.' " [Tirmidhee] 
 Checker's Note:[/b[/href] Reported as the saying of ash-Sha'bi. The reporter, Mujaahid ibn Sa'eed is weak.
 Checker's Note:[/b[/href] Da`eef, al-Mishkat, 1st checking: 6445.
 Tirmidhee, Abwaab al-Fitan (Hadeeth 2350), 6/522, 523. Ahmad, Musnad, 5/40.
"When he sleeps, his eyes will be closed but his heart (or mind) will still be active" - means that his evil ideas will still come to him even while he is asleep.
Checker's Note: Da`eef due to Alee ibn Zaid ibn Jad'an.
 Tirmidhee, Abwaab al-Fitan (Hadeeth 2345), 6/513, 514.
Checker's Note: Saheeh, Saheeh at-Tirmidhee: 1829.