Regarding the cigarette lady, some of the comment questions beg greater detail than I am probably capable of producing after so long a passage of time, but I will attempt to answer what I can.
I earlier addressed the ambivalence of gender, so I will skip that question here. However, I will continue to refer to the entity as a female, for sake of convenience.
As to my present question about whether this entity is a "gray" or a "hybrid", I can only guess. I have never seen what is described as a classic gray alien. Perhaps "hybrid" is most fitting simply because there seems to be some variety of attributes associated with this general category; i.e. that do not fit perfectly with the classic gray alien type (size of head being foremost).
Some details that I do recall with some clarity:
First, her skin: it was very pale, white with an almost bluish-gray tint to it, and of an unusually smooth texture. I have never seen anything like it before or since. I had previously seen an albino person; it was nothing like that; i.e., her skin was not UN-pigmented though there was an almost translucent quality to it.
Second, her facial features: Though I could not see her eyes due to the large Jackie-O style sunglasses she wore, other aspects were evident: an unusually long pointy chin. Exaggerated cheekbones out of proportion to the rest of the face. Practically no lips, only enough to discern that there was any mouth. A nose that was almost not there: there was very little structure to it, a small bridge area, and some structure around the nostrils, but not much.
Finally, her neck: though her coat collar was turned up, I could see some of the neck which was oddly thin.
The wig (obviously such: a long thick dishwater blonde mane made of cheap imitation hair easily obtainable at a k-mart in those days) seemed placed to hide other features of the head, so I cannot comment on these (ears, shape of head).
It puzzles me why I cannot recall her hand. Perhaps because it was what most startled me at first. The only thing I can relate to this lack of recall to is a nasty car accident I had years later: afterwards I completely blanked out the memory of the worst part of the accident (the part when it was occurring). I asked my doctor about this and was told that it was not uncommon for the human brain to "forget" traumatic or difficult events. I can only surmise the initial part of the encounter with the cigarette lady falls into this category.
There were no other people in the store. I was alone. It was afternoon. The year of this encounter was 1974, possibly 1975 (I worked both summers between high school and college, and between my 1st and 2nd years of college); but most likely 1974. The location was an area south of St. Louis, Missouri. I felt no lingering psychological effect from this encounter that I am aware of, other than extreme puzzlement (and the blocked memory of her hand). As to whether this changed me, I don't know. I think however, that other encounters did affect me, or perhaps some other events in my life (which I will relate later) provided a basis for encounters. But it is hard to say what propagated what - a chicken or egg question I guess.
I will relate the accounts of the the small entity (locally known as "pukwujes") that I and my partner saw at Cape Croker, and the blue ghost entity, in a later posting. There is some background associated with these encounters relative to my state of consciousness at the time, that likely contribute to my being able to perceive these beings. This will take a little longer than I have time for at present.