One of the Unsullied, the famed eunuch slave-soldiers of Astapor who imbibe a potion called “shade of the evening” which is aid to make them feel no pain. They sustain rigorous training, and are made to regularly take new and demeaning names as a way to dehumanize them.
The Unsullied are drawn from slaves taken from all corners of the known world, it seems, but Grey Worm’s particular place of origin is never noted in the novels.
A soldier-slave of the Unsullied, Grey Worm is elected by his fellow Unsullied to act as their leader after they are freed by Daenerys and choose to become her soldiers. Grey Worm moves to defend Daenerys when the sellswords of the Second Sons threaten her crudely, but she restrains him. After Daario Naharis brings the Second Sons to her, Grey Worm indicates that he believes in Naharis’s plan for how to seize Yunkai. He and Ser Jorah join Daario in infilitrating the city, where they are unexpectedly beset by slave-soldiers of Yunkai. It is soon revealed that once they explained that Daenerys brought freedom, the Yunkish soldiers turned on their masters and helped them seize the city.