n. The evening of the United States Thanksgiving holiday, when some retailers offer sales and stay open until the early morning or all night.
2014
Once upon a time, we used to call Gray Thursday "Thanksgiving." With Black Friday sales starting earlier each year, they were bound to bleed into Turkey Day.
2012
Now Black Friday is slipping into "Grey Thursday" and taking retail workers with it. Walmart will open its doors at 8pm on Thanksgiving Day. Others, including Sears, Toys R Us and Kmart, will also open at 8pm on Thanksgiving. Target opens at 9pm.
2005 (earliest)
Hundreds of bargain hunters got a jump-start today. Retailers hoped to transform [this] into something of a gray Thursday. … The truth will lie in the amount of green they take in on black Friday.