Grey Literature (GL) has been used and investigated over the last years in SE research since the widespread presence of SE practitioners on social media and communications channels used to communicate, shared information, and knowledge. For this reason, in this tutorial, we aimed to present information on how SE researchers could benefit from the GL use in their research, provided by our previous experience investigating and dealing with GL. This tutorial will be divided into four parts: 1) First, we will present the concepts and roots of GL in scientific research, such as Social Science and Medicine; 2) Second, we will present the concept, benefits, and challenges of its use in SE research; 3) Third, we will discuss the usage and advantage of GL in secondary studies; and 4) Fourth, we will present existing guidelines to conduct secondary studies including GL and recommendations based on our experience. This tutorial will be important to any participant that intends to use GL in SE research.