Whats funny is when I make a new file and I start clicking new file  button mouthing 'hurry up" randomly, I just  paint around with a red paint brush, only to dab on  grey, not exaclty what i wanted.
... To find out whats going on, I just qukcly have a look at my colour space (dragging mouse up near up near the file menu stuff) dropp that "image" menu down and set the "mode" to what you want.
... Usually when one wants to make new PS  files one can make a choice of the image mode like  Greyscale, rgb ... Perhaps PS just made a new file and decided on it's own: I'll use the colour space of the file you accessed last muhahahha.
.. changing the colour space changes the amount of channels available and the name of the channels, and often the appearance of colours.

... has this helped?