The Church of the Grey was founded early in the twenty-first century: Monday February 14th 2000 to be exact, which is about as early in the 21st century as you can get and Saint Valentines Day to boot (and why not).
The First Book of the Grey was started over six months prior to that date, but as an ongoing work it came to an end on the 3rd of January 2000, when it's author - James Lytton - disappeared.
This event and those that led up to it (documented in the First Book of the Grey) had led James, his friends and a number of his colleagues to constantly re-assess the way they each perceived the world. Over these months the basic concept of what was to become known as the Church of the Grey was drawn out, but it was not until the disappearance of James Lytton that the group found the motivation.
The Church of the Grey was born on the Internet, out of the anarchy and paranoia that thrived there - without the vast wealth of information (and disinformation), literature and culture it made available to us, none of what occurred could possibly have occurred. Many concepts and opinions we were forced to reconsider would never have blossomed, been nurtured, or disillusioned and killed. We would not be the same people we are today, and we would be poorer for it.
Without the Internet, the Church of the Grey would never have been born at all, it's founders having neither the resources nor the determination necessary to start a bricks-and-mortar religion and spread the word through the offline world.
This is where we began. This is where it all began. And this is where we'll stay.
The events that led to James Lytton's disappearance and the formation of the Church of the Grey by those of us who were left can best be read in James Lytton's own work, one that was the very first Book of the Grey.