Gregory is King Kai's talkative little flying cricket—basically his pet, though Gregory takes his role pretty seriously. He's got genuine respect for King Kai and won't shut up about how great his master is. But put him in front of anyone he doesn't think measures up? He'll trash talk them without hesitation.
Gregory's main claim to fame in the series comes early on, when King Kai uses him as a training tool for Goku. After Goku manages to catch Bubbles (King Kai's monkey), the next challenge is simple enough in concept: hit Gregory with a heavy hammer. Spoiler alert—it's harder than it sounds.
The little cricket doesn't make it to the end of the saga, though. He gets killed along with everyone else on King Kai's Planet when Semi-Perfect Cell self-destructs near the end of the Cell Games arc.
Content compiled by AnimeList.moe from publicly available sources.