Can someone explain to me when and why you want to be a "gray man"?

People seem to use "blending in" interchangeably with being a "gray man." I'll tell you a story about my friend blending in. He moved to a foreign country, and his language skills weren't quite up to speed. But he wanted to fit in with his friends and acquaintances over there. So he never left a get-together early because he couldn't understand the conversation. He stayed and drank with everybody. For him that was blending in. Is that what you mean by blending in, you know, drinking with your buddies?

I'm not making fun. It seems to me that the whole "gray man" thing has to do with personal safety, rather than a host of other reasons that you might want to blend in during peace time (make friends, have a good time). The latter are not survival concerns. But if we're talking about "dressing to blend in," then in a lost of survival situations, it's a bad idea. You want to be noticed by rescuers and other hikers, hunters, etc.

I don't know about what's in your closet, but I'd think in most situations in peace time, it would take a lot NOT to blend in. Besides, Halloween is coming up...

If we're talking about civil unrest, invading armies, etc., then maybe it's a different game. But I am guessing what counts as "gray" can vary from situation to situation.