In yugioh Can you use grey wings special effect on your first turn?

I don't see why not. Even though you can't attack on the first turn, that's not quite the same as saying monsters can't be given additional attacks. For example even if you use Gray Wing's effect on a different turn, you aren't obliged to use the additional attack if you don't want to. Gray Wing's effect is resolving to full effect, it just won't be able to do anything with it.