As mentioned elsewhere, in "classic AD&D" the Ethereal Plane didn't connect to Hell or any of the Outer Planes. That's what the Astral Plane was for.
That said, it's your world, so the planar architecture is up to you.
I'd focus on players' (not the characters') experience to emphasize the, well, etherealness of the Ethereal Plane, and the weirdness of it. Some quick examples:
- PCs have a long role playing social encounter. later, they discover the person they were interacting with was never there.
- Have encounters where each PC perceives a different antagonist.
- When describing the environment or encounters, don't limit yourself to real adjectives. For example, "You see a pair of snarling lions. One is black, the other is efoirhd." When players ask what that made up word means, just look at them like they're crazy.
- PCs suddenly appear in a new area without traversing the interim distance, like in a dream.
- Causality sometimes works different - narrate effects before causes: "Yes you can try to climb there, but your broken ankle is going to make that difficult." "Wait, what broken ankle?" "You slip on a loose stone and twist your ankle. You hear a sickening crack and feel intense pain."
- And finally, if players get used to creatures in the Material Plane not being able to see them, someone does.