☀ Threadjacking?  Yes.

☀ Backtagging?  Forever.

☀ Fourthwalling?  If it would be IC for your character to have some knowledge of Labyrinth, go for it.  Seriously.  In a related vein, yes, David Bowie references are permitted.

☀ Touching/flirting/kissing/other things of an amorous nature?  Have at it!  Mind, though, that the reaction might not be wholly favorable.

☀ Fighting/injuring/killing?  Not without consulting me in some fashion, please.  I'm not entirely sure that Jareth can be killed... not that he would be stupid enough to put himself in a situation where that was possible.

☀ Sex?  No, for the sake of the player.  Should it come to that, I would prefer handwaving.

☀ Mindreading/manipulating/anything at all related to magic?  Let's talk about it first, please!  Jareth has a bit of magic of his own that might interfere with your character's powers.

☀ Commenting on The Area?  If you don't know what I'm referring to, then no.  If you do, then yes.