i have very few genuine phobias but thinking about grays legitimately freaks the shit out of me and always has, i have to stop myself sometimes at night from going too deep into the thought
Owen cyclops makes excellent case that they are demons - are you spiritually prepared?
Personally, I worry more about the Nantinaq (Woodsman) which I believe is not a flesh and blood entity but a numinous one like the djinn or the fae.
Are you me? Greys are the only "paranormal" thing that legitimately spooks me, and I occasionally have this bizarre fear that I'll glimpse one in the window one night.