First appearance: Sensation Comics #1 (January 1942)
Back in 1942, the term "gay" didn't necessarily have the same general connotation as it would gain in later years. So when DC decided to bring back the character in the late 1980s, he had a slight name change:
from Secret Origins #42 (July 1989)
Also worth noting was that the name "Grim Ghost" had been previously used by Atlas / Seaboard comics in 1975.