I had a lower wisdom tooth removed for first time. Is it normal for jaw ache and some grey stuff came out it didn't smell nice also I have hole in gum?

Dry socket. Dry socket occurs when the blood clot that formed in the extraction site breaks down leaving bone in the socket exposed to the oral elements including food. Treatment includes irrigation of the socket then packing the site with iodoform guaze and a surgical paste . It will take longer than usual for the site to heal as wall.
Not unusual. You just had surgery. It's going to take time to heal. should start to get better 48-72 hours post-surgery. Not being able to examine you there's no way to tell if healing is progressing normally, but your Surgeon can. Call for a post-surgical reevaluation, and make sure you're following your surgeon's verbal and written instructions to the letter.