Things that are gloomy, stark, ghastly, and somber are grim. Sunshine, puppies, and rainbows are not grim; zombies, reapers, and mummies are grim. Less scary things like drizzly, foggy days can also be called grim.
Two famous uses of the adjective grim are the Grim Reaper and Grimm's Fairy Tales. Mr. Reaper shows up in movies and books wearing a long, hooded black cape and carrying a scythe, or long-handled blade used, in less grim circumstances, for mowing grass and reaping grain: he represents death. The real-life German brothers wrote some bone-chilling tales under their own name, Grimm, meaning "cruel, fierce," which is related to the English word grim. Modern grim things include crime-drama images of dead bodies and characters in horror movies.