When people are said to be looking at things in only black and white terms, they are also said to be inflexible.
Therefore, to live in the grey is be flexible, to see things from both sides, and to have an open mind.
If trying to tell somebody to look at something from somebody else's perspective in a specific situation, a common expression is to put yourself in their shoes:
[The Free Dictionary]
To imagine oneself in the situation or circumstances of another person, so as to understand or empathize with their perspective, opinion, or point of view. Before being quick to judge someone for their actions, you should always try to put yourself in their shoes. Everyone is human, after all. Put yourself in my shoes and then tell me what you would have done, Dan! It isn't as straightforward as you're making it seem!
So, as a general principle, you could say:
We need to put ourselves in other people's shoes.