Dave is right on with his advice, greys like all birds do bite from time to time but yours is a young grey who is exploring his/her new world and one of the best ways is by biting anything and everything, think of young human children who taste everything, its their way of getting to know what things are.
Some greys are more prone to bite than others and you will soon learn the body language that will show you what you need to be aware of when trying to avoid a bite.
If you haven't already please do read thru the many threads here especially on biting and body language for you will learn a lot that will serve you well in the coming years to cope with a biting bird but realize that all birds can and will bite, it is part of owning a wild animal but the trick is learning what triggers a bite and how to avoid them.