How can I remove gray bar and column of dots from my document?

Although this doesn't appear to be one of the built-in Header building blocks, I'm guessing that it is some kind of building block. Try this: on the Insert tab, in the Header & Footer group, click Header and select Remove Header.

If that doesn't work, double-click in the header area to access it and see whether you can select the graphic elements and delete them. I don't find this particular template in the Reports section of File | New, but you might well have gotten it from the Office Template Gallery at some time.

That will likely be a paragraph border. Double-click in the header to access it. With the insertion point in the header paragraph (which it will be), press Ctrl+Q. If this has no effect, click the arrow beside the bottom right button in the Paragraph group on the Home tab (the default ToolTip is "Bottom Border"). From the dropdown menu, select No Border.

For more on this, see http://wordfaqs.mvps.org/TroublesomeLines.htm.