The clan of the village where Gray was born, aimed to create a being capable of handling the Holy Lance that had been passed down for generations. In other words, their purpose was to revive King Arthur, in flesh and spirit. However, their attempts had thus far been continuous failures.
Gray was to be the flesh of King Arthur. When she was born, her facial features vaguely resembled those of King Arthur, but with the years, her body suddenly changed to that of King Arthur's. Losing her true face, she could no longer differentiate her own existence from that of King Arthur. Because of this, she could never fully understand herself.
She is about 15 years old. She has a striking resemblance with Saber to which Lord El-Melloi II believes Gray to be a distant descendent of King Arthur. Her face brings unpleasant memories of the Fourth Holy Grail War for Lord El-Melloi II so he tells her to wear a hood to hide her face.