Grues are first mentioned in Zork I when a player moves into a dark area without a light source:
You have moved into a dark place. It is pitch black. You are likely to be eaten by a grue.
Further inquiry will reveal more:
>what is a grue?
The grue is a sinister, lurking presence in the dark places of the earth. Its favorite diet is adventurers, but its insatiable appetite is tempered by its fear of light. No grue has ever been seen by the light of day, and few have survived its fearsome jaws to tell the tale.