When you're printing with black ink on white paper, you can print not only pure black, but you can also create shades of gray. Shades, called "Tints" in the printing world, are made from ink printed on paper with small dots that blend with the paper color to create varying levels of density of the ink. These dot patterns are known as "half-tones":

The dots are usually so small that you can't see them without a magnifying glass.
To create a gray tone in InDesign, you use the Swatches panel. First, select "Black" as your ink color by clicking on it:

Then at the top of the panel is a settable field called "Tint". Clicking on the > arrow to the right of the box presents a slider you can adjust the tint with, or you can directly enter the tint value into the field:

Tints are usually set at 5% intervals, so you might set a tint to 50% or 55%.
A high value tint, like 75%...

...is darker than a low value tint, like 25%

You can save tints in the swatches panel for re-use with other objects in your document by choosing "New Tint Swatch" from the popup menu in the upper right of the Swatches panel:

The chosen tint is then added as a tint swatch, with the name of the solid color and its percentage next to it:
