GRAY or BLACK is set (in the scenario you are describing) by your TV manuf.

However, some models (I know some of the Sony’s) allow you to choose gray or black in your televisions setup menu other models allow no choice in the matter. (I prefer black, then my film is matted like a painting in a manner I find ascetically pleasing). There is some debate as to whether gray would 'burn in' slower than 'black' when wide screen is used often with aspect ratios requiring borders.
I once saw a valid argument stating that either color is as high a risk.
One reason I have an RP LCD, -less to worry about!

Check your TV’s setup you may have the choice.

PS: Hi everyone! Long time no post for me. Hope I remember my password!