

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: