Mild spoilers—Joey learned how to hurt other ghosts by getting hit in the face with a saxophone
In game one, Joey says that ghosts don't normally feel pain, but he's "learned a few tricks". The first time we ever see him get hurt is in Blackwell Unbound, where he got hit in the face with a saxophone. So how'd he learn to hurt other ghosts? From getting beat up by Issac's sax.
Joey might have done something unforgivable when he was alive.
A few subtle hints are dropped in Convergence
that could indicate that, at some point during his life, Joey committed a terrible act. Possible spoilers are ahead.
- In Convergence, during the final confrontation with The Countess, at one point she points out that there's "something different" about Joey, that "everything about [him] is wrong". This may refer to the events of Unbound, but one should remember that, having had the door to infinity in her head wide open, The Countess can see pretty much everything. Perhaps, she sees something in Joey that neither Rosa nor the player are aware of.
- In Deception, we learn at one point that Joey had a past friend in late Danny Marconi, who is revealed to be the psychic Lisa Tenzin's grandfather. Earlier, at the Seagram Assisted Living center, Joey recognized an old man as Danny, who was able to see Joey because he was close to dying. The old man asked him "Why did you do it?", prompting a shocked reaction from Joey, who urges Rosa to leave the common room.
- Jossed. Epiphany shows that the reason Joey was "chosen" was that he was simply the last spirit saved before Contis/Countess managed to ditch Madeline. The Universe apparently just picked poor Joey to fill in the vacancy. Danny's question is probably asking why Joey effectively sacrificed his own life in talking to the loan sharks Danny had gotten in debt to, giving Danny time to run in doing so.
There's more to Joey's death than what was stated in Epiphany.
- If Madeline is to be believed, then the only reason Joey became a spirit guide was because he was the last soul Madeline saved before the Countess abandoned her. But if that's the case, then there's a thirty-year gap between Joey's death and him haunting Patricia Blackwell - and that's a long time for the world to go without a Bestower. Even more strange is that he was tasked to haunt a Blackwell rather than the remaining members of the Contis family line and that he wasn't given the same training that other spirit guides got. Maybe there was another Bestower duo during those thirty years, or maybe he haunted someone before the Blackwells until something happened. Or the two families are related somehow.