Gray is a spartus, much like the spartus in The Titans Curse. He is only allowed to be summoned three times by Frank Zhang in The Son of Neptune. Mars, who is Frank's dad, gives Frank a dragon tooth tipped spear (after the War Games) and tells him that he will get 'three charges' out of it. It is meant to give Frank time to discover his family gift (shapeshifting).
When Frank fights a small group of Basilisks outside Iris' R.O.F.L store, Frank stabs his spear into the earth and a Spartus appears. Frank commands that he kill the Basilisks, and the Spartus warrior obliegies. When sinking back into the earth, Frank asks what he should call him. It appears that the Spartus smiles when he says, "Gray."
Frank uses his spear for the second time when distracting a cluster of Laistrygonian Giants. He told Gray to attack the giants and lead them away, but his sentence isn't even finished when Gray leaps forward and attacks the giants. Then, he disappears into the ground once more.
The third, and final charge is used when Frank uses the spear to protect a group of mortals from a Gryphon attack on the train in Alaska.
Gray is a bloodthirsty spartus. While Mars gave him to Frank as a present, Frank constantly feared that if he didn't keep the un-dead creature in check, it would destroy him and anyone else in his way. It doesn't seem that the skeleton warrior has any emotional feelings.
As his name would suggest, Gray is mostly a gray color. His skin is a slightly transparent and his bones may be gray as well. It is also said that his skin emits a kind of faint glow. He wears a muscle shirt, camouflage pants, and a pair of army boots.
Frank summons Gray by breaking the dragon tooth off the end of his spear.
Being deceased, Gray is immune to poison and other types of pain inflictors. Hey may not feel any pain at all, as shown when the Basilisk venom didn't melt him or burn off his face with fire. Gray has a special ability to pull out his bones and use them as weapons, mostly using the bones of his rib-cage. He is incredibly fast and efficient.
Gray seems to be the only being able to kill monsters longer than a few moments, as the Laistrygonian Giants and the Basilisks didn't immediately reform like other monsters in The Son of Neptune. This may be because Gray scattered the dust they dissolved into, by kicking the remains around.