Now once you got whitelisted this does not mean you will always be so. You can be removed from this list normally called Banning. So check out any specail rules given to you on joining the srever.
To confirm, you can be removed from a server's whitelist without being banned, which would give you the error message saying that you are not on the server's whitelist instead of that you are banned from the server.
Either way does a similar function, but it's good to remember the difference.
But this can be diffrent from server to server so its good to ask what a admin means by greylist when trying to join one of these.
Indeed, always ALWAYS ask "How does your greylist work" because it is a term that means "not a whitelist, but also not a open server", which means it can be any number of different things.