Gray said: "Life will only be as hard for James in England as he chooses to make it.
"If you have a good attitude towards the game, which he obviously has, then you have nothing to fear.
"When I was playing, I could go out for a pint or visit a nightclub without dreading the Sunday papers coming out with some revelation about me.
"Today the ground rules are that a player has to be whiter than white. It is a small price to pay for the riches that come the way of the modern day professional.
"James has been raved about but has a Scottish manager Davie Moyes, to help him settle. He has also signed for a fabulous club in a great city that will remind him of Glasgow because of the warmth he will get back from the Evertonians in Liverpool."