"... then came a tall, lanky fellow, in a linen suit the same pearlescent monochrome as a dove's breast. He leaned against a marble table on a high balcony, overlooking a night-time cityscape, the twinkling lights of which were reflected in his dark eyes. One hand held a cigarette, idly, while the other rested on the hilt of a ceremonial knife which served to weight down the pages of a grimoire against the breeze that tousled his curly black hair. His smile seemed genuine, but somewhat distracted, as if I had interrupted a moment of concentration when I captured the image."Gray is Llewella's son, reproducing her desperate love of politics and the Amber countryside precisely. He is known to be a mage of some skill, and has had numerous adventures; the _last_ Fiveyears' Night, he showed up with a redcap's jaws still clamped about his leg. This year, he got his leg broken by Corwin, instead, which is at the least much more respectable.
-- Shavings of True Stone
Gray's interests seem to mostly focus on magic and wanderings; he didn't really interact with anyone terribly much at the celebration. It is worth note that when he was left alone in a room, chained to the fireplace, with perhaps fifty goblins and Corwin, the only thing that gave him trouble was Corwin himself.
Shavings of True Stone