Collie had been alone on Ben MacDui, the highest peak in the Cairngorms and the second highest in Scotland, in 1891 when he was became convinced that he was being stalked.
"I began to think I heard something else than merely the noise of my own footsteps," he said. "For every few steps I took I heard a crunch, and then another crunch as if someone was walking after me but taking steps three or four times the length of my own."
Overwhelmed by a sudden and fierce terror he ran four or five miles down the mountain as "the eerie crunch, crunch sounded behind".
This was the first official record of a strange presence on the hilltops high up in the Cairngorms, but it was not the last. A number of experienced climbers - rational men and women - have since given accounts of encountering Am Fear Liath Mor (The Big Grey Man) on the mountain.
Physical descriptions agree that the figure is hairy, huge - about 10 feet tall - with pointed ears, long legs and finger-like talons on his feet. So far so yeti, but descriptions of the Grey Man don’t stop there.
Rather bizarrely, a couple of witnesses claim the creature wears a top hat and whenever he appears, the sound of loud, crunching footsteps echo across the mountain. Some hear singing, others ghostly laughter.
The Grey Man is apparently more often felt than physically seen. Climbers experience uncontrolled terror, deep despair and huge negative energy. Not surprisingly many walkers feel an overwhelming desire to run away. Some have felt themselves pursued by echoing footsteps. Others are hypnotically drawn to the edge of cliffs.
There have been a number of explanations put forward to explain the Grey Man, from the reasonable to the surreal. Among the favourites is that the beast is some type of big-foot species long thought extinct. If this sounds too plausible, then you may choose to believe that he is some mystical holy man or even an extraterrestrial. More recently it has been suggested that Ben MacDhui is a "window" area – an interface between two worlds. Could the Grey Man be the portal guardian, placed among the high Scottish hills to deter intruders?
More sensible suggestions consider that the Grey Man is a geological holograph, an optical illusion or perhaps a hallucination brought about by oxygen starvation.
If you prefer your explanations totally down-to-earth then consider this. A similar phenomenon was witnessed in Germany’s Black Forest. People were terrified, claiming to witness misty grey men following them and hearing the echoing of footsteps. Scientific enquiries found a startling conclusion. The German Grey Man? These German climbers were being spooked by nothing more sinister than their own shadows.