Who is Gray? You might be wondering... well here is a little info. He was born to a northern village that was ultimately wiped out by the Zeref's demon Deliora. Losing his family and home, he was picked up by Ur, who started teaching him ice make magic. When Deliora came along again, Ur took off to seal him away in an ice shell, losing her life. With Ur dead, Lyon and Gray scattered, with the latter coming across Fairy Tail. He has been a member ever since, growing up alongside other orphans such as Natsu, Erza and the Strauss siblings. Ultimately, Gray's motivations have been to keep his new family safe and to get rid of any demon, especially anything related to Zeref.
When one thinks of Gray, it's hard not to think of Juvia and vice versa. First seen as love at first sight, it makes one wonder if Juvia has problems or if there is something substantial. On appearance alone, Juvia and Gray make a rather funny pair. Juvia ends up being a girl who wears her emotions on her sleeves where as Gray is friendly but very closed off emotionally from others. You also have a guy who strips and a girl who wears layers. lol. To say their first meeting started off poorly would be an understatement. However her relationship with Gray is something that does progress over the series and i'm confident enough to say that yes people, Gruvia is happening! Gray unintentionally warmed up Juvia's heart and now Juvia is slowly warming up his.
Juvia fell in love with Gray at first sight and can't quite make sense of this jumble of emotions. He was her predestined but forbidden love, being from rival guilds. On the other hand, Gray merely sees her as an obstacle in the way of his goal: disabling the mobile fortress. He unintentionally breaks her heart twice...in one battle. While Juvia's overactive imagination is partially to blame (on the Lucy front), she had the courage to give up and try to tell him why she was better then Lucy: She was going to confess. Gray decided to nonchalantly say words that hurt her to her very core. She starts to believe she can fall in love again like a normal girl, but is quickly shot back down again... and she's upset with herself for even thinking it would turn out different. She swears off love and comes at him full force.
However Gray defeats her and saves her in two different ways. The anime is a bit darker in that Juvia readily accepts her death as she falls off the building, going so far as to think she is "a rain woman that no one needs". Gray however grabs her hands and saves her. Emotionally though, regardless of anime or manga version he saves her. It's the first time she has seen a clear, sunny sky. To her it's amazing and beautiful. This may seem like nothing to Gray but for Juvia who has grown up with clouds and gloom around her all her life, it means the world to her; It's a beautiful gift. Juvia decides this must be destiny and that Gray must be the prince who broke her "curse". She falls in love with him all over again and holds this day close to her heart. Gray on the other hand sees as just another day in the life of a Fairy Tail mage.
After the fall of her guild, Juvia eagerly wanted to be closer to Gray and to join Fairy Tail to do so. However it's rather hard to approach someone after your guild declared war on said guild you want to join. For awhile after the incident, Juvia laid low, shy and nervous about approaching them. She would cheer Gray on from afar, giving him gifts and helping him out behind the scenes. Gray would constantly feel like someone was watching but did not know who.
While initially alarmed at her appearance in the Akane resort, Gray quickly decides he does not mind her joining Fairy Tail despite what happened in the past. For Juvia it took a lot of courage to approach him, visibly shaking upon calling his name. While Gray was clueless during their last fight, he is only slightly clueless now. He was quickly able to guess her desire to join the guild (although not her motive), however it's not too hard to with that fairy tail bling around her neck. lol. At this point they are already showing concern for the other's well being. Gray gets angry when Simon hits Juvia and Juvia is quick to protect Gray not once, but twice from Simon. This marks the first time they show great partnership as mages. At this point it is safe to say are allies and guild mates.
With Juvia being somewhat absent for a few arcs after this in relation to Gray, it's not till the Tenrou Island arc that we really start to see some development on Gray's side. Juvia and Gray are against one another for the exam, as they are both candidates. But it is fun to note that Gray is often thinking of her, despite his usual denial around her. It can be seen that her presence has grown on him. He never ponders about Lucy or Natsu's progress yet instantly ponders if Juvia has made it yet. Gray is also visibly bummed when he learns that Erza defeated Juvia. I think he really wanted a "heated battle". ;)
I really wish Gray could have seen Juvia react to Meredy saying she was going to kill him. Gray, the boy she loved, opened up a lot of doors for her and she wasn't going to let anyone touch him. Because when Grimoire Heart attacked, their relationship put their lives on the line: literally. Juvia's feelings for Gray were so strong, Meredy was able to use Sensory Link. Through sensory link, I think Gray could sense just how much Juvia loved him. If Juvia could see and feel Meredy's love for Ultear...why can't it work the other way around? I mean...when Juvia blushes, Gray can't help but blush as well. I'm sure he could feel all the emotions that Juvia has and vice versa.
Gray is also the first person to visibly show concern for Juvia when shes no where to be found at the base camp. He quickly notices her absence and inquires into it. He ultimately saves Juvia from being killed by Ultear. The reason Ultear targets Juvia? Because Meredy tells her that Juvia is important to him. Ultear even goes as far as to say she will kill Juvia because then Gray won't have a future (with Juvia) and that she will kill his loved ones. Implying that killing Juvia would greatly devastate him because he treasures her. Gray would later save her again by fleeing Acnologia with her over his shoulder.
With the start of the Grand Magic games it is safe to say that they are close friends. Juvia has become more bold and direct in her advances and Gray is more willing to stay put or find roundabout ways of saying yes. She makes very public displays of affection towards him during the hide and seek event and the naval battle event. At this point, I think Gray is still trying to figure out how he feels about Juvia. He is very hot and cold. He won't admit to her that he likes having her around but he starts to show it, in subtle ways. From this point on, I feel its now "up to Gray". Juvia will keep trying, but I find Mashima has shifted the focus to Gray.
Since their return from Tenrou Island, Gray now has to worry about the possibility of Juvia being stolen away by his childhood friend Lyon. Lyon is a new element to the budding relationship and it has Gray squirming. He tries to not be jealous but Lyon can still get a reaction out of him just by trying to whisk Juvia away on a date. It has gotten to Gray enough that he actually has to sit and ponder about it, causing Erza to inquire about it. When prompted "why don't you make your feelings about Juvia clear?" he merely glances away, blushing. If thats not a sign of liking someone, what isn't?
Their shining moment together has to be the battle against Chelia & Lyon though. Gray is not very good with words sometimes, but he simply says "we are a better team then they are" to Juvia. He knows how well they work together, he puts great stress into that fact. He comforts Juvia with a simple yet tender gesture, to show he cares. Their "synchronized attack of love" (Mashima's words! not mine) has Lyon fuming with jealousy and Chelia in awe of their relationship. They even have some lingering hand holding time at the end of their attack. To which Gray becomes embarrassed about. Despite being embarrassed and calling Juvia "scary", he does not let go or push her away as they leave the battle area.
Their victories are cut short however when the dragons make it through the portal. Gray has some thrilling heroics as he pushes Juvia out of the way of a laser beam. Surprised, Juvia gets flustered because he touched her butt (gotta have some comedy in a serious moment!) but that quickly changes when Gray says he has something important to tell her. A laser beam comes at Juvia again and he pushes her away once more, taking the full attack before being hit multiple more times. He dies right before Juvia's eyes and the anguish in her face is horrifying. She just breaks. Was he going to confess? We will never know but his actions make his feelings pretty clear. Even though Lyon shouted Juvia's name right before the beam, was it Lyon who saved her? no. Gray did. Without hesitation. Thankfully time is reversed in the end so Gray is saved.
I find their interaction at the banquet to rather amusing. While Juvia is still boldly professing "I love you", Gray quickly gets embarrassed and says "I don't." Even though he tells her that he will honestly say no if he doesn't like something she does, she seems to enjoy that. Shes not too upset he said it, excited even that he criticized her. Lyon is also quick to chastise his friend, giving up on Juvia in the process. It's fun to note how back and forth Gray is towards Juvia at this point. He obviously had some jealousy when Lyon tried to get Juvia. While he easily gets embarrassed by her actions he doesn't always try to push her away. While he says he will tell her "no", he never actually does.
With the Grand Magic Games done and over with, it would seem Juvia and Gray are still close friends and partners. With Juvia still steadfast in her feelings for Gray (Gray and Juvia bread!), Gray has made quite the emotional journey (he ate the bread!) and their upcoming battle with Tartarus will put it to the test. Juvia and Gray can now readily be seen cheering one another up as they ride back to the guild in defeat. He once more grips her hand and says "I'm here with you". While this doesn't really cheer Juvia up, its important to note that Gray is now initiating psychical contact and the like.
The appearance of Silver puts a potential hamper on their budding relationship. While Gray is battling Silver, he ponders the idea of using Ice Shell, magic that would kill him. However he thinks of Juvia and his guild mates before deciding against it. When it is revealed that Silver is Gray's father, a corpse brought to life by Keith's magic, it puts Juvia in a difficult situation. She needs to defeat him but in doing so would kill the father of the boy she loves. Silver essentially begs her and she ultimately succeeds, killing Keith and letting his father pass on. Despite having to, Silver telling her to take care of Gray for him does little for her. She is devastated at having to tell Gray she killed his father.
When the battle is over Gray retreats to his hometown to pay respects to his parents. Juvia follows him, even apologizing for behavior that would have normally bothered Gray in the past. Juvia decides to face the music and tell Gray that she killed his father by killing Keith. She even goes as far to say she no longer has the right to love him. Initially Gray looks angry, grabbing her collar, however he instead buries his face into her chest, sobbing. Gray has rarely cried, and when he has it has been alone. He has lost a lot of people in his life: Ur, His parents, Ultear and now his father once more. He has built up walls for a reason. Here however, he completely lets his guard down, allowing Juvia to comfort him to the best of her ability. I don't think he has let Natsu or Erza even see him like this.
Gray resolves to take down E.N.D and Juvia is right at his side agreeing. I believe it is heavily implied she will travel him on his journey now that Fairy Tail has been disbanded. There is a year gap between Tartarus and this new arc so I hope some more progress has been made. Lucy & Natsu are currently out looking to find the members and bring them back, so hopefully we will see more of this blue duo soon. Till then, I would say they are very much on the cusp of starting a relationship. It really is up to Mashima but i feel this year gap would be a good time have them develop together away from the rest of the guild. Juvia has really mellowed but still has her moments but Gray doesn't seem to mind as much anymore. I think he is willing to rely on her more now that they have become closer. Juvia has been an open and loving person to him since the beginning and he is now willing to let her in and be vulnerable around her.