I don't think Gray and Natsu are Rivails infact they just differ in Opinions alot and are oppsite elements and have unmatching persnailityies causeing them to Argue to the point of Fighting one another until satisfied.
I do believe Natsu has más of a Railvary with Gajeel because of the fact there both Dragon slayer and wish to see witch Dragon is más powerful and witch dragon taught them better and they don't get along at all infact Natsu seemed insalted to of had Gajeel's help Agaisnt Luxus (Laxus ) he even refused to look at Gajeel when they were in Bandages , also in phantom war arc Natsu even dicho "Let's see witch one of our dragon's is stroner Black steel Gajeel". I think Gajeel is the Raival más than gray even though Natsu and gray have a longer historey