He’s watching you.
Steve Granger immediately realizes there is something wrong about the grey man. When he starts to follow him, Steve knows he is right.
When Steve cannot get rid of the grey man, he erupts. Walking across the park one night he turns on the grey man and kills him. The next morning, as Steve leaves his flat to get rid of his blood-splattered clothes, he walks out to discover the grey man standing on his doorstep. Steve learns that killing the man a second time is easier.
Still the man comes back.