The Lions ended a 16-year wait for a series win on Saturday, winning 41-16 in the decider at the ANZ Stadium in Sydney. Gray - the only Scot to play in the Tests - was thrown into the action for the final 12 minutes as a second-half replacement.
And he admits an impressive display by the Lions by that stage helped ease frayed nerves ahead of his debut. "It was pretty special," he told Scottish Rugby's website. "Thankfully the boys had scored a few tries so I was maybe not as nervous as I was going to be. I was very privileged and honoured to get a cap."
Gray added: "I thoroughly enjoyed myself over the course of the month."
Gray heads to Castres this summer after a spell with Sale and is relishing the new challenge.
He added: "I'm looking forward to just getting out there and getting settled and seeing what French rugby is all about."
Fellow Scot Stuart Hogg failed to notch up any game time in the Tests but believes he has benefited from being part of the Lions squad.
He said: "It was a brilliant experience - an experience I will never, ever forget. As much as I would have loved to have been involved with the Test Series team, I'm still coming back here a better player."
Hogg is now preparing to turn his focus back to his club career with Glasgow as they aim to build on last season's RaboDirect PRO12 semi-final.
Hogg added: "I'm just looking forward to a rest now and then getting back into it with Glasgow. I'm looking forward to getting back into training. We got to the semi-finals last year and I'm hoping to do one better in the season ahead. I'm hoping to play a massive part in it."