Using casual language with people you don't know often comes across as rude. We normally use standard, polite phrases such as "Hello" or "Excuse me". We'll save "hey" for later, after we know the other person accepts that level of informality.

"Hey" is moreso for use with people that you know. "Excuse me" is a better way of doing the same thing with people you do not know.

It's VERY informal. So, it really depends. A polite, 'excuse me' is more formal. Does depend on age too, I wouldn't say 'hey' to my Father for example, but to someone my age.

You can open with a loud "hey" but then the question should be calm and polite...

When I was young, if I said "hey," my parents would answer "Hey is for horses, not for people." It is an informal word. But it isn't rude - just not the right level of formality in a lot of situations.