The name has various spellings and includes GRAY and GREY - sometimes different spellings occur in the same generation of a single family.
The first Gray to arrive in the United States was John Gray in about 1620.
The origins of the name would seem to be multiple. An early documented person was Anchetil de Greye - a vassal of William the Conqueror of Normandy (now part of France) and who accompanied him in their conquest of England in the 11th century (see http://www.gray-ons.org/html/origins_of_the_name.html)
Then the Dictionary of American Family Names (Oxford University Press, ISBN 0-19-508137-4) gives:
- English: nickname for someone with GRAY hair or a GRAY beard, from Old English graeg 'GRAY'. In Scotland and Ireland it has been used as a translation of various Gaelic surnames derived from riabhach 'brindled', 'GRAY' (see Reavey). In North America this name has assimilated names with similar meaning from other European languages.
- English and Scottish (of Norman origin): habitational name from GRAYE in Calvados, France, named from the Gallo-Roman personal name Gratus, meaning 'welcome', 'pleasing' + the locative suffix -acum.
- French and Swiss French: habitational name from GRAY in Haute-Saone and Le GRAY in Seine-Maritime, both in France, or from GRAY-la-ville in Switzerland, or a regional name from the Swiss canton of Graubunden.