My eye is irritated, itchy and burning. also theres a grey murky layer over my eye and my vision is slightly imparted, should i be worried ?

Yes. Can see eye Dr.: Eye irritation can be from allergies to pollens and other allergens (sometimes to make-up). Some people have blepharitis, an infection of the edge of the lids. Conjunctivitis can be a viral or bacterial infection of the inner surface of the lids and the outer surface of the eyeball. Some people have sensitive skin on the lids, called eyelid eczema, that can itch and crack, plus get reddened.