In early 1935, Gray began attending Northeastern High School, he was then transferred to Cass Technical High School. He left in 1936, before graduating. Advised by his brother-in-law Junior Warren, Gray as a teenager started learning the clarinet. However, after hearing Lester Young on record with Count Basie, he was inspired to switch to the tenor saxophone.
In early 1935 Gray began attending Northeastern High School he was then transferred to Cass Technical High School He left in 1936 before graduating Advised by his brother-in-law Junior Warren Gray as a teenager started learning the clarinet However after hearing Lester Young on record with Count Basie he was inspired to switch to the tenor saxophone