The Gray Man Theory
A quick guide
The "Gray Man" theory (or concept) is - cut to the bone - about blending in and becoming unnoticable. It's widely used within military, safety guides and even traveling.
What is it about?
But, the very first assertion to make, is whether becoming the gray man is necessary at all. You don't want to go through a lot of hazzle in destinations with relatively high safety like Copenhagen, Prague, Berlin or Vienna - all of which are very open-minded and quite safe cities.
But what about certain parts of South America or Africa where tourists are specifically targeted? If not for being westerners, then certainly for their money and valuables.
There's no harm in making the gray man concept a habbit. But try to balance your efforts accordingly to where you're travelling. You don't want to waste half your vacation trying to blend in, if nobody cares.
In these cases your best bet will usually be to acknowledge your visual shortcoming, and instead act like you know precisely what you're doing. Act like you've been living there for a long time and know how things work. You are still on their radar, but you might have reduced the risk of being mugged to a raised eyebrow.
Then there's some no-brainer tips like not flashing valuables. This is also part of the gray man theory: Do not let others know you carry something they might want. I see tourists do this all the time. Expensive cameras, smartphones, smartwatches and wallets in their backpockets.
None of this is a guarantee you won't get scammed, robbed or mugged. It's ultimately about reducing risk.
There's not one specific way to become the gray man. Generally, dressing in grayscaled colors can help you, but if you wear a black hoodie to a bikini model contest, you're gonna stand out. Observe your the people, the surrounds, and use the "thought factory" between your ears.
Looking like a local
That said, blending in with the locals is not just about your apperance. It's also about your behavior.
Appear determined! Everytime you're taking out a map, you're telling the world around you that you're not a local. Sometimes you have to check your map, of course, but try avoid doing so in crowded or sketchy places.
Some say "it's all in the details," and it really is.