All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
There is no doubt that the Dajjal (the Antichrist) will come. This is not a myth nor a fairy tale. It is a true fact. For evidence and more benefit, please refer to Fatwa 82061.
On the other hand, the Dajjaal is not a nation nor a group or an instrument; it is a human being from the children of Aadam whom Allah Created like any other person. The Prophet mentioned many of his characteristics which are similar to those of normal human beings.
Abu Hurayrah narrated that the Prophet said: “Shall I tell you about the Dajjaal a story of which no Prophet told his nation? The Dajjaal is one-eyed and will bring with him what will resemble Hell and Paradise, and what he will call Paradise will be actually Hell; so I warn you (against him) as Noah warned his nation against him.” [Al-Bukhari]
Muslim also reported: “The Dajjaal is blind of one eye and there is written between his eyes the word ‘Kafir’. He then spelled the word as k.f.r, which every Muslim would be able to read.”
So, the fact that the Prophet described him of being one-eyed and of having letters written on his forefront between his eyes is enough evidence that he is a created person with the same physical characteristics as other persons.
This is also backed by the fact that the Prophet said that the Dajjaal looked like Ibn Qatan.
'Abdullah Ibn ‘Umar reported that Allah's Messenger said: “While I was sleeping I saw myself (in a dream) performing Tawaf around the Ka'bah. (Behold), I saw a reddish-white man with lank hair between two men, and water was dropping from his head. I asked: 'who is this'. They said: 'The son of Mary'. Then, I turned my face to see another man with a huge body, red complexion and curly hair and blind in the right eye. His eye looked like a protruding out grape. I asked, 'who is this'. They said: 'He is the Dajjaal'. The Prophet added. 'The man he resembled most is Ibn Qatan, a man from Banu (The children of) of Al-Mustaliq from the tribe of Khuzaa'ah.” [Al-Bukhari]
Allah knows best.