My first grey dress came from a supermarket clothing rail, the kind you pick up while buying milk, and it taught me that grey is not one colour but about forty, and the wrong one will make you look like you've come down with something. It was a flat, dull grey that did nothing for my skin, and I wore it to a lunch and spent the whole time wondering why I felt washed out. Lesson learned: grey has undertones, and you have to find yours before anything else matters.
A good grey dress earns its stripes over time rather than in that first wear. Mine from a few years back, a simple jersey midi, has been washed more times than I can count and still holds its shape, no bobbling under the arms, no colour gone patchy from the machine. The cheap one, by contrast, started pilling at the hips within a month, the kind of fuzzing that makes fabric look older than it is, and the grey itself shifted towards a sort of murky blue after a few washes because the dye hadn't been set properly. Look after a decent one with a cool wash, inside out, and let it drip dry rather than tumble, because heat is what kills both the colour and the stretch. Steam rather than iron if you can, grey shows every crease and every scorch mark with embarrassing clarity.
If you've got nothing grey hanging up at all, start with a mid tone, somewhere between charcoal and dove, in a simple shape with sleeves and a bit of structure at the waist. That middle grey works on more people than the very pale or very dark ends, and a defined waist stops the whole thing reading as institutional, which grey can tip into if you're not careful. Avoid anything too shapeless for a first buy, because grey without shape just looks like you've thrown on a sheet, whereas grey with some tailoring looks deliberate.
The difference between a grey dress that earns its place and one that disappoints is almost always in the fabric and the finish before anything else. A good one has enough weight to hang properly rather than cling or float about, seams that sit flat rather than puckering at the first wash, and a zip or button that doesn't strain after a big meal. Cheap grey fabric often has a slight sheen that reads as synthetic under any light, while a better one has a matte, slightly chalky finish that looks far more expensive than it is. Check the lining too, a loose or scratchy lining is usually the first sign the rest was rushed.
Try it on and sit down before you buy it, because grey shows every pull and crease a standing mirror never will.