As quoted by the Grey Literature International Steering Committee (GLISC) (see page 1), grey literature has been defined as:
Information produced on all levels of government, academics, business and industry in electronic and print formats not controlled by commercial publishing i.e. where publishing is not the primary activity of the producing body.
In other words, the work is not tied to or controlled by commercial publishers (like the companies that publish your textbooks), who seek profit on the research or information produced. Grey literature is self-published and typically comes from:
Finding grey literature can be difficult and require exhaustive searching. Since grey literature is not included in bibliographic databases, it requires different search techniques in order to find information relevent to your topic of interest. The links below offer quick introductions and tutorials, but a librarian is always a great place to start!