Grays are super intelligent. Got toys for playing? Spending time with it? They interact with people-close to others? Check with your vet for vitamins and foods. Ask about temp in house, sunlight etc. you may run into a breeder to answer ?s. Try local pet store as well for ?s place you purchased it should help. Vet is your best place for inquiries, advice and diagnosis. Best of luck
If you are sure the bird is not just preening its feathers and is actually scratching, it might be suffering from Aspergillosis. Have a vet take a look at it because if it is indeed Aspergillosis, it can be fatal. If it is just scratching the bottom of the cage, you have nothing to worry about.