He's got a unique persona. Tough to put a finger on it. Kind of plays that character of a guy who is slightly unhinged but not over the top. His mannerisms are just great, even when he's not talking. His promos are really good. Needs polishing, but he's better than 90% of the current roster on the mic. And he has some great matches on YouTube, including the recent one against Regal.
Dean Ambrose Promo - YouTube
Dean Ambrose promo on William Regal - YouTube
Dean Ambrose (Jon Moxley) FCW Debut Promo - YouTube
Like you said, I wonder if there is acting in his background. He's one of the few guys in the business who you don't think is playing a character.