Can you use a grey primer then paint white?

Besides a few shades of black, white primer will reflect more light back than a gray primer under a paint color that doesn't cover well. Gray is often used under dark reds which would normally require several coats of paint to cover, The lighi that would normally be reflected from a white primer underneath the paint is, instead, absorbed by the gray primer, giving the illusion of an opaque surface.

White primer is used under any light paint that covers well. It can also be tinted to the color of many off white or pastel wall colors to help ensure coverage using fewer coats.