The Grey Knight was a mystery knight during the reign of King Orys II Baratheon, and considered to be one of the best of their time. They were renown for the grey featureless shield that they carried into combat.
The Grey Knight first started appearing in tourneys sometime during the reign of King Orys II Baratheon. The knight usually won handily, though never removed their armor, or spoke. Some believed this was due to an infliction of greyscale.
During the Tourney of Longtable, Ser Colen Baratheon was killed by the mystery knight in the melee. When King Orys II Baratheon forced The Grey Knight to remove their helm, it was discovered to be Victaria Greyjoy beneath.
"They whispered his name in the same breath as the Sword of the Morning, and Ser Barristan the Bold of yore. A knight of untold prowess who carried a grey shield and never removed his armor." - Blood and Whispers
"Better men than you rot dead in the ground despite their prowess. Ser Mark Osgrey, the Grey Knight, Quenton Drox, all swordsmen the likes of which we shall not see again. All good men, and now all dead." - Loren Lannister to Damon Lannister