Interim head coach Scott Johnson held an open training session at Scotstoun Stadium as he began planning for the Scots' opener against Japan at Murrayfield on November 9.
Scotland will host South Africa on November 17 before facing Australia on November 23, also in Edinburgh.
The 24-year-old lock knows that Clermont Auvergne's Vern Cotter will take over from Johnson next year but he believes the Scottish players have to start looking even further ahead.
The Castres Olympique player said: "I think Jonno (Johnson) wants to build depth to the squad and he wants to be competitive.
"He wants to win Test matches so over the next three games we will be going out to give it our all, give it our best performances and hopefully come away with wins.
"But I think it would be naive not to look towards the World Cup.
"It is not far away, only two years away or something like that.
"In saying that, we want to perform so we are building towards the Six Nations games, the (South Africa) tour then building towards the World Cup."
Much of the media attention at Scotstoun was on 31-times capped Gray and his younger brother Jonny, one of five uncapped players called up by Johnson.
Gray senior said: "It was good to be back and see a lot of familiar faces and it is good to see my brother as well. I have not seen him for a while so it is good to catch up."
Glasgow Warriors' second row Jonny Gray, 19, has set his sights a little lower than his more established sibling, happy to be among some of the players he admired as he was growing up and looking to impress.
"It was a very good session," he said. "I think we got a lot out of it and it was a good experience.
"It was with the guys I grew up watching, some of them are the best players around so to train with them is a massive privilege.
"You could see the quality throughout the squad and I'm grateful to be here.
"I just want to make the most of this opportunity, learn from these guys and improve my game."