Daniel is intended to not have any physical form. People can walk right through Daniel, and he can walk through them. However, Daniel can be seen sitting on various objects throughout the SGC, leaning on walls, and casting shadows.
When Teal'c returns to the cavern to retrieve the skull, Daniel is lying in a different position on the floor, so Teal'c no longer has to go through him.
Carter claims the pyramid is over 1000 meters high. If this had been the case, they would have struggled to see the top of it when they were standing so close to it. It doesn't appear to be much taller than the great pyramid in Giza, which is less than 150 meters high. Had the pyramid been as tall as described, its base would have to have had sides that were more than 2 km long (1,25 miles).
When Daniel is talking to Nick in the room at the SGC, when Daniel asked 'You can see me?' and Nick said 'Yes' Daniel bumps against the chair that is standing in front of him, when he walks up to Nick.
When Teal'c first approaches the pedestal after Daniel disappears, he walks through Daniel, who's lying on the ground. When he starts running out of the cavern, he maneuvers around Daniel.
When SG-1 and Nick are returning the Skull to the pedestal, the stone wall "behind" Teal'c briefly obscures the top of his head.
In the opening scene in the control room, the screen behind the Stargate prop that creates the wavy blue light pattern effect can be clearly seen in the background.