Big things are expected of Gray, who was named the Championship player of the year last season after firing Burnley to promotion.
He doubled their lead with a terrific strike and was on cloud nine after notching in the top-flight.
“It feels unreal to score my first Premier League goal,” he said. “It’s nice to do it early because the longer the games go without scoring it plays with your head.
“It was a great team performance. I don’t think we deserved to lose last week and it was important to make it right this week.
“We know we’re not going to out-play teams every week but we have the biggest heart.”