Agreed, talk to your player ask him what he think he should be able to do at the minimum what he would like to be able to do but isn't sure about being good for a starting character and what he would imagine has his end point, the biggest thing he would like to able to do should his character stay the course and improve just on that power. This gives you a good idea of the scale he is thinking in and should this be outside the scope of Dresden you should talk about that.
That all goes for pretty much every character. But ninjas especially.
Are we talking historic ninja with no supernatural element outside those provided by the Kami? Are we talking a ninja with some supernatural powers as in folklore/pop-culture, if so what elements? or are we talking full on naruto style powers?
You could make a ninja without any powers, just the right stunt and skills would make a perfectly fine ninja. Ad in cloak of shadows, spider walk and you start to get a very good ninja.
Want him to have some magic but limit it? give him Channeling ninjutsu or something. Basically veils, treat smoke bombs as enchanted items that can produce a visual veil a few times per game. There you have a ninja with some magic power.
On to any of those you could ad sponsored magic. In the case of the third I would replace channelling with sponsored magic as the portfolio would probably overlap mostly.
