The thing nobody tells you about gray is that it has a temperature, and if you buy two gray pillows from two different places, there's a real chance one looks like a storm cloud and the other looks like a dirty dish towel, and they will not sit happily next to each other on the same couch. Warm grays lean brown or beige underneath, cool grays lean blue, and the cheap pillows almost never tell you which on the tag. I've sent back three orders over this before I started holding fabric swatches up to a window in actual daylight like a crazy person, but it works.
Gray is calm, but it can also go flat and lifeless fast, especially if your couch, your walls, and your floor are all some version of the same gray or beige already. I made that mistake in a sitting room once, everything matching so closely it looked less like a design choice and more like I'd run out of opinions. It also fights with anything too similarly toned right next to it, a charcoal pillow against a navy couch can just read as murky rather than intentional, you need some contrast in there, texture if not color, or the whole arrangement disappears into itself.
Where gray genuinely falls short is in a room that's already cold, a north facing space with not much natural light, or a beach house, cabin, anywhere that wants warmth and brightness rather than restraint. I wouldn't put a gray linen pillow on a white wicker chair in a sunroom, it just sits there being gray and nothing else. And the thin, flat, overly shiny gray pillows, the kind that look fine in a product photo and feel like a folded tarp in person, aren't worth the shelf space. A good one has some weight to it, a bit of texture, a knit or a boucle or a nubby linen, something that still looks like something after a season of being sat on and shoved around.
Where it really works is as the quiet middle ground in a room full of louder colors, a rust armchair, a green sofa, a few patterned curtains, gray pillows let all of that breathe instead of competing with it. It also pairs beautifully with wood tones and warm metals, which is most ordinary living rooms whether you planned it that way or not.
Before you order, measure your cushion insert first, not the cover, and size up an inch on the insert from whatever the cover says, a tight stuff always looks better than a saggy one.