Ann you are correct and this is a great tip.......... but there are at least '50 shades of grey' (or so I am lead to believe)!
To check which is the the most suitable shade of grey that you might have (assuming you have more than one shade that is?) lay a strand of each grey you have across the blue fabric and see which one you like the look of best. Some will blend in well while others will contrast. It all depends on the look you are going for.
Cream/beige thread is another one to use for your lighter fabrics when you don't have the right colour for your project. Once again, there are many shades of creams through to beige. Just do the same test (as above with the grey threads on the blue) with those that you have to see which one you like the look of best.
There is one other product (that I am reluctant to recommend because it melts on contact with heat - especially the iron!!!) called monofiliment thread which comes in clear and grey and it will blend with any fabric as well......... but melts, so only use it where you know it will never be touched by heat.
I have seen the look of horror on one quilt owner's face after she laundered and began to iron her beautiful quilt (made and given to her by her daughter who forgot to tell Mum not to iron it!!).
Not sleeping well ........... not good ............. and also something I am guilty of on more nights than I care to admit! Hope you get a good night's sleep soon. oxox