I wonder if grue was taken from Nelson Goodman's Fact, Fiction, and Forecast. https://en.wikipedia.org/wiki/New_riddle_of_induction

Nyet. Jack Vance created grues in the one of the Dying Earth series books.

Yes. Because it is pitch black and therefore you can not determine it's color (plus, the fact that you haven't been eaten by one yet does not justify the conclusion that you won't be). It's also a play on Gardener's "unexpected hanging paradox".