This excerpt is taken from Sheikh Hafiz Mubashir Hussain Lahori's book Signs of the Day of Judgment in the Light of Authentic Ahadith.
He will not be able to erase the word "Kafir" (K.F.R) written on his forehead:
عن أنس رضى الله عنه قال قال النبى صلى الله عليه وسلم : ما بعث نبي إلا أنذر أمته الأعور الكذاب ، ألا إنه أعور وإن ربكم ليس بأعور وإن بين عينيه مكتوب كافر
It is narrated from Hazrat Anas (RA) that the Prophet Muhammad (PBUH) said: Every prophet warned his nation about the one-eyed and false Dajjal. Beware! He is one-eyed, although your Lord is not one-eyed. The word "Kafir" will be written between the eyes of this Dajjal.
Reference: Bukhari: Book of Tribulations: Chapter on Mentioning the Dajjal 7131, Muslim 2933, Abu Dawood 4316, Tirmidhi 2245
In one narration, the Prophet (PBUH) said: The word "Kafir" will be written between his two eyes, then he spelled it out (K.F.R) so that every Muslim can read it.
Reference: Muslim, Book of Tribulations, Chapter on Mentioning the Dajjal 2933, 7365
Both eyes of the Dajjal will be defective:
عن ابن عمر رضي الله عنهما عن النبى صلى الله عليه وسلم قال : أعور العين اليمنى كأنها عنبة طافية
Hazrat Abdullah bin Umar (may Allah be pleased with them) said that the Messenger of Allah (peace be upon him) said: The Dajjal's right eye will be blind, as if it is a protruding grape.
Reference: Bukhari, Book of Tribulations, Chapter on Mentioning the Dajjal 7123
عن حذيفة رضى الله عنه قال قال رسول الله صلى الله عليه وسلم : الدجال أعور العين اليسرى
It is narrated from Hazrat Hudhaifa (may Allah be pleased with him) that the Messenger of Allah (peace be upon him) said: The Dajjal is blind in the left eye.
Reference: Muslim: Book of Tribulations: Chapter on Mentioning the Dajjal 2934
He will not be able to enter Makkah and Madinah:
عن فاطمة بنت قيس رضي الله عنها ... فلا أدع قرية إلا هبطتها فى أربعين ليلة غير مكة وطيبة فهما محرمتان على كلتیهما
It is narrated from Hazrat Fatimah bint Qais (may Allah be pleased with her) that there is a long hadith about the Dajjal in which the Dajjal says that I will trample the entire earth in forty (40) days, except Makkah and Madinah Tayyibah; these two have been made forbidden for me. Whenever I intend to enter either of these, an angel will come to greet me with a drawn sword and will prevent me from entering. On every path to these two cities, guardian angels will be stationed.
Reference: Muslim: Kitab al-Fitan: Bab Qissat al-Jassasah 2942 Abu Dawood 4325 Tirmidhi 2253 Nasa'i 3547 Ahmad 419/6
He will not be able to kill
It is narrated from Hazrat Abu Saeed (may Allah be pleased with him) that the Messenger of Allah (peace be upon him) said: At the time of the emergence of the Dajjal, a believing person will go towards him. The soldiers of the Dajjal will catch him and ask, "Do you believe in our Lord?" When he denies, they will want to kill him. Some among them will say, "Has your Lord (Dajjal) not forbidden you from killing anyone?" Then they will take him to the Dajjal. When the believer sees the Dajjal, he will say, "O people! This is the Dajjal whose trials the Messenger of Allah (peace be upon him) warned us about." The Dajjal will make his soldiers beat him severely, stretching his belly and back, and will say, "Do you believe now?" The believer will say, "You are a lying deceiver." The Dajjal will saw him into two pieces from head to foot and walk between them, then say, "Rise!" The believer will rise alive. The Dajjal will then ask, "Now do you believe in me?" The believer will say, "Now I am firmly certain that you are the Dajjal," and will say to the people, "O people! After me, no one will be able to impose himself upon you." The Dajjal will try to slaughter him, but the believer's throat will become like a copper tube up to the Adam's apple, and the Dajjal will not be able to slaughter him. Then he will grab his hands and feet and throw him. People will think he has been thrown into fire, but he will be placed in Paradise. In the sight of Allah, the Lord of the Worlds, this believer will be the greatest martyr (witness).
Reference: Muslim: Kitab al-Fitan: Chapter on the Description of the Dajjal 2938
The Dajjal Will Not Harm a True and Sincere Muslim
It is narrated from Hazrat Hisham (may Allah be pleased with him) that the Messenger of Allah (peace be upon him) said: Whoever says to the Dajjal (denying his divinity), "You are a liar, my Lord is Allah, in whom I trust (Rabbi Allahu alayhi tawakkalt)," the Dajjal will not be able to harm him.
Reference: Hakim: Kitab al-Fitan wa al-Malahim 554/4 Ahmad 461/5 Majma' al-Zawa'id 658/7 Abdul Razzaq 395/11 Al-Silsilah al-Sahihah 727/6