They're the same word, but they're spelled differently.

Gray is more common in America, while grey is more common everywhere else.

I use gray.

Gray

Gray I guess... i never thought about it until now.

Grey...

Grey

gray

I use Gray

According to this site, "gray" is used more in the States while "grey" is used more in the UK http://www.greyorgray.com/

Gay

I use both depending on my mood.

Grey.

The 'a' in gray stands for 'America,' and the 'e' in grey stands for 'England.'

Both are correct depending where you're from, though people have been marked down for incorrect spelling.

Gray. The other looks just to me

I always use Gray

I use both.

Gray

Grey