 He was educated at Bacon's School on Grange Road, Bermondsey, apprenticed as a tanner, and worked at that trade until the age of 29 years.From around 1830 he attended night classes in London, where he made the acquaintance of Robert Thomas, founder of "The Register", and J. M. Skipper, and through them became interested in the theories of E. G. Wakefield and the projected colony of South Australia.Gray, his sister Elizabeth, and two servants emigrated to South Australia aboard "John Renwick", six months after the "First Fleet of South Australia", arriving in February, 1837.