I had a similar problem, but it wasn't a color it was a situation. I got attacked from behind by a crazy mare (chestnut) while leading another horse in the field. Got bit hard enough to leave teeth marks on my shoulder, frantically got the horse I was leading unhooked from the lead while being chased by aforementioned psycho mare and dove head first through a barbed wire fence.:eek It was at a summer camp neither horses nor fences were mine. Anyways for years I was scared to go catch a horse in a herd. Which in turn made the horse I was going to catch to nervous to be caught. I worked with a tolerant instructor and some non-crazy horses and gradually over came the fear. I can now walk out to catch my horse, a gray, gentle as a kitten mare, in the "mare pasture" without a great deal of anxiety. Maybe you could do ground stuff with a gray horse to overcome your fear, because the could carry over into making the horse nervous when your in the saddle. Or just don't ride gray horses, no one says you have to!