The Entity was a being composed of two separate minds bound together. It created its own space, but the two could not agree on what colour it was to be. One wanted white, and the other black. Finally, they agreed upon grey, and so grey space was created.
For its own amusement, the Entity brought the Doctor to grey space and had him guarded by an RWR Mark II android. They did the same thing to the Doctor's first seven incarnations. He escaped on every occasion, using various methods to get past his guard.
The Entity then decided to play monopoly but was unable to start as both wanted the dog counter. (ST: Seven to One)