The enduring fascination that we hold for the disaster means that there is no end of memorabilia about it.
You could take advantage of these trinkets and items. Wearing Rose's famous Heart of the Ocean necklace, from the 1997 blockbuster Titanic, would certainly give the hint. Clutching a life-ring bearing the ship's name would make it blatant.
Of course, there's nothing stopping you improvising with what you have around the house too.
Painting a suitcase white and adding a luggage tag for RMS Titanic could be one idea. Or you could print off and prominently carry a boarding pass for the ill-fated ship.
Arriving dripping with water and utterly soaked to the core would certainly point on-lookers into the right direction. (However, that would likely be towards the nearest hospital, rushing you in to deal with your hypothermia.)
How about dispensing with props completely and entering into a little role-playing instead? Tell people that you've just arrived from the RMS Titanic; and could anyone tell you where everyone else has gone?
Most people would know what you were, if you simply called out, at regular intervals, "Jack! Jack! Where are you Jack?"
That one is only for the more extrovert amongst you obviously. The rest of you could make do with simply telling everyone that you're a Titanic ghost.