"I'm just trying to get centered as best I can," he told ABC7 Eyewitness News Thursday night.
Gray was convicted in 1993 for setting an apartment fire in Chicago that killed two elderly people. He was only 14 years old. He said at that time, he liked playing video games, riding his bike and hanging out with his girlfriend.
But Gray said his confession was coerced. His lawyer, Terri Mascherin of Jenner & Block, said he was questioned for seven hours without a parent or guardian present.
"I spent several hours expressing my innocence to the cops. They weren't trying to hear that. They weren't receptive to anything I had to say until I said what they wanted me to say," Gray said. "They put you in a spot where you just want it to stop. You can only take so much."
He was sentenced to mandatory life in prison without parole.
"I had to make peace with the idea that I was going to die in prison for something I didn't do," Gray said.
Mascherin said Gray's conviction relied heavily on testimony from Chicago police and fire department experts, who said they observed alligator charring and shiny char in residue on the wood stairs at the rear of the apartment building. They said it indicated an accelerant had been used.
Mascherin said advancements in science show their testimony to have been an example of "junk science," and that the evidence now proves their client's innocence.
"I think that this is a classic case of how the authorities can fall into tunnel vision. They had a case here, where they're investigating a fire - which, it turns out, was probably an unfortunate accident," Mascherin said.
Gray said an art teacher he had at the juvenile detention center where he had been housed contacted lawyers and the Exoneration project, who took his case pro-bono in 2010.
"She thought it was remarkable that I wasn't like everybody else," Gray said.
After a judge denied a joint request for a new trial, Cook County State's Attorney's Kim Foxx vacated Gray's conviction. He walked out of Hill Correctional Center in Galesburg, Ill., on Wednesday.
It was a day Gray's mother and family thought would never come. He's still finding his feet now that he's "out of the joint" and trying to reconnect with his family.
Gray said became incredibly frustrated over the last two decades, but a piece of advice from his mother kept him going.
"When you forgive someone, it's not for them. It's for you." Gray said. "I let it go, to a degree. Not to absolve them, but for my own piece of mind. To keep me moving forward."