Grey Worm

""Grey Worm" gives me pride. It is a lucky name. The name this one was born with was cursed. That was the name he had when he was taken as a slave. But Grey Worm is the name this one had the day Daenerys Stormborn set him free."

- Grey Worm

Grey Worm is a character who debuts in the third season. He is played by Jacob Anderson. Grey Worm is the commander of the Unsullied, the warrior-eunuchs of Astapor whose reputation for combat is without equal.

Like all Unsullied, Grey Worm's castration as a boy resulted in changes to his body's hormones, so he is smooth-cheeked with absolutely no facial hair.

Background
Grey Worm was originally a boy taken into slavery by the Good Masters of Astapor, an oligarchy of slave-traders dedicated to the training and commerce of Unsullied, warrior-eunuch slaves trained into absolute obedience since early childhood.

He is released from slavery after Daenerys Targaryen buys all the Unsullied in the city and has them put all slave owners in Astapor to the sword and release all slaves. Once released, Grey Worm, like all his brethren, chooses to fight for Daenerys as a free man.

Season 3
As per Daenerys's instructions, the Unsullied officers select their own leader to act as their official commander, reporting directly to her. Grey Worm is selected, though it is not established how. Upon reporting his election to Daenerys, she finds his name and its associated practice– given to him by the Good Masters to remind him that he is vermin– distasteful, and tells him that he and all Unsullied may use their original names or chose new ones they like. Grey Worm agrees to disseminate the instructions to the other Unsullied, but chooses to keep his. He considers that his birth name was cursed as he had it when was taken as a slave, while "Grey Worm" is a lucky name as it was the one he had when Daenerys Stormborn set him free.

In the books
In the A Song of Ice and Fire novels, Grey Worm is a stalwart and skilled warrior. Like all Unsullied, he doesn't have a real name, instead choosing a name every day by lottery from a barrel. The names the slave-masters came up with for them are intentionally demeaning, usually a combination of a color and a kind of vermin. He decides to keep the name Grey Worm as it is the one he had on the day he was freed.

Slaves in Astapor are taken from all over the world, and no indication has been given about where Grey Worm is originally from, or if he even knows where it is.