The "Grey Lady" is a popular ghostly figure often associated with various locations, particularly in haunted sites and castles. She is typically described as a woman dressed in grey, and her appearances are often linked to tragic stories or historical events. Many believe she represents lost love or sorrow. Sightings of the Grey Lady have been reported in places like the Tower of London and the University of Edinburgh. These encounters often involve feelings of sadness or unease, leading to her reputation as a spirit that lingers due to unresolved issues from her past.