Thank you both very much for replying. Katana: I actually took that picture myself, had him eat seeds from my hand and spent some time with him. He does look a bit darker than the average CAG; I was just concerned and wondering if the dark feathers could be health related. This is going to be my first Grey, I have put a lot of research into them but have never seen a Congo this dark before. All the ones I have seen are silvery/light grey. As long as it's not anything to be concerned about, it's fine with me.
I live outside of the US and there are no African Grey breeders here. The only option to adopt a Grey here is to get one from the pet store (as I am doing) and they are brought straight from the African wilderness to pet stores... Hence my worry with health issues. I have found an avian vet in my area and will schedule a check-up in the very near future.
The way they care for African Greys here is rather cruel. They sell these tiny cages you would put a cockatiel in at best, only feed them seeds, and don't put any toys in their cages. I ordered a huge cage yesterday and got a bunch of baby toys, went to the hardware store and got material to build my own toys and foraging things (and already built him an awesome swing!), and stocked my fridge with organic fruits and veggies. I can't wait to bring him home and give him a better life!