There are differently-coloured smoke emissions that can be discharged by a diesel vehicle. Gray smoke in particular may demonstrate problems with oil circulation, engine function or valve integrity in the exhaust system.
Grey smoke is linked to engine oil. If it comes when starting the engine, oil has probably entered the head-combustion area or into the exhaust valves. This may be a result of defective seals on the valves or a more-threatening engine condition requiring further investigation.
Gray smoke emissions while idling or driving the vehicle might be unburned oil being introduced through the valve seals or into your combustion chamber. The viscosity of the oil may not be thick enough suggesting an oil change is due. Otherwise, an all-out replacement or rebuilding of your engine may be necessary.
Do not hesitate in addressing the emission of grey smoke. Ultimately, it may indicate a substantial problem with the health of your engine. For the safety of yourself and any potential passengers, take immediate steps to gain a professional diagnosis if you are not qualified.