Answer: miss Grey is wearing the white dress.
Miss white is wearing the grey dress
miss black is wearing the white dress
Explanation: "Isn't it strange," says Miss Gray, "that the colors of our dresses match our names, but not one of us is wearing a dress that matches her own name?"
The above statement shows that miss Grey is either wearing a white or black dress.
That is strange!" said the lady in white: the lady in white can't be miss white, so she's either miss Grey or miss black. But miss Grey can't wear Grey so the lady in white is miss black.
This leaves miss Grey wearing white and miss white wearing Grey.