They are almost all luminescent in shades of blue and green mostly, which no doubt contributes to your impression. On the large screen, though, they generally have a visible transparency and/or trail off into misty wisps, and do not look simply like costumed people with funny lighting. However it is difficult to speak definitively of all the creatures in the movie, as there are very clearly dozens of different varieties, each with their own characteristics.
I will note that there is one group that does look like a parade, because it is a parade.
-- Bob
---------
Then the horns kicked in...
...and my shoes began to squeak.
I will note that there is one group that does look like a parade, because it is a parade.
-- Bob
---------
Then the horns kicked in...
...and my shoes began to squeak.