Pin feathers - always fun and sometimes quite the challenge.
First aid kit for birds - ask your breeder - very important. A bird can quickly bleed out with a pin feather plucked out too soon or violently.
Ask your breeder about "toweling". With our macaw it was sometimes the only way to handle him (clipping, nails etc). Doing it soon and often and sometimes as a game keeps the anxiety down. Not every toweling should relate to something unpleasant.
Anxious birds, scared birds can self mutilate - pluck whatever feathers they can get too. Those are the "naked" birds you see in rescue.
Like puppies, a tired bird can be a happy bird. We would "exercise our guy by gripping a toe nail while sitting on our hand and getting him to flap his wings. Once flapping he would do this until he was tired, and then nuzzle up for some time together.
Cold drafts - very bad
Teflon pots and pans in the kitchen, toxic odors to the birds. Birds are very sensitive to out of the ordinary odors.
Lots and lots of toys, stuff to chew. But, rotate them so he/she doesn't get bored.
Our guy was an expert at making splinters of whatever we gave him.
Not sure about the Greys, but with macaws it is best to not let them get higher then you, once above they tend to dominate, get mean. The only way we could get our guy off the top of his cage was use a 3' long wooden dowel.
So much to learn, good thing the life time it takes is the lifetime you could potentially have with your bird. 40+ years if in a health environment.
If you plan on traveling with him in the car, a cat - dog carrier works well and the latch is about impossible for them to open. We used a big carrier that I mounted a "roughed up" 1.5" wood dowel in the forward end, with enough room over his head to stand upright.
Be prepared for the mess

A favorite pastime of ours was to grab a foot full of food and throw it out of the cage - this would always get the dogs running! "Beak sweeping" is fun too.
Diet is very important, not just "bird food".
Only know about the macaws, but our guy ate just about everything we did, besides specific food.
My wife use to sit down on the floor every night and share baby food (the jarred stuff) with the bird, 2 dogs and 2 cats. They would sit in a circle and each get a spoonful.
Ever taste baby food veggies

Your going to have a blast