they differ mostly in nuance of meaning. Grim can be used to describe a stoic sadness or ill-fated result (e.g.) "the funeral attendees showed grim expressions." or "the results of the exam were grim" Gloomy is used more to describe a depressing atmosphere or mood (e.g.)"this dark room is so gloomy" or "that person is always so gloomy, being around them makes me depressed"