First off, Zelgadis is a mage and a decently powerful one.

I don't know how Zelgadis's species would 'feel'. Zelgadis is a chimera -- a magical construct of several species. In particular, he's a mix of golem, brau demon (a sort of goblin-like creature that is known for its magical abilities, and not an actual demon) and human. However, Zelgadis was originally fully human, and the other things were magically added (rather than Zelgadis being created in his current body).

Make of that what you will.