Is Rey a Grey Jedi?

Rey could actually be the first Gray Jedi, which might finally explain the meaning of Star Wars Episode VIII's title. This isn't the first time Star Wars has teased the presence of Gray Jedi in the galaxy.

What kind of Jedi is Rey?

Rey Skywalker, once known only as Rey, was a human female Jedi Master who fought on the side of the Resistance in the war against the First Order. A former scavenger from the planet Jakku, her life was changed by the tumultuous events of the last days of the New Republic Era.

Are there Grey Jedi?

This is not the same in Canon. There are no Gray Jedi in Canon right now. Balance is a tricky subject, but it is confirmed that using both the and the does not give one balance.