The words "grim" and "gloomy" are somewhat vague, so there isn't an exact distinction between them that most speakers would understand. As usual, the best way to understand these subtleties is to take note of their primary meanings (which are sometimes rare or partly forgotten), and follow how people reasonably extend those meanings to describe different situations.
The noun "gloom" primarily means the dull or dark lighting that you find at twilight, on a very cloudy day, or within a shadow—with the connotation of the melancholy or despondent emotion that people often feel in places with this kind of lighting.
Here is a very gloomy place:
![](https://i.stack.imgur.com/16pgz.jpg)
People often extend the primary meaning to describe anything related to that emotion, even if doesn't necessarily involve dim light, though usually the concept of dim light "colors" the description. For example, the poet Langston Hughes wrote these words to describe the closing of the Newport Jazz Festival in 1960:
It’s a gloomy day at Newport. It's a gloomy, gloomy day. The music’s going away. (Source.)
Notice that the noun modified by "gloomy" is "day"; and the day is called gloomy to express the sad and discouraged emotion resulting from the loss of the festival.
The adjective "grim" describes a mental attitude of determination to do a cruel or harsh deed, usually serving a very serious purpose, such as executing a convicted murderer. Secondarily, it suggests the facial expression of a person who has resolved to carry out such a deed and will not be stopped from doing it. For example, death is often personified as "the grim reaper", usually depicted like this:
![](https://i.stack.imgur.com/mmdtT.jpg)
So, when call a place gloomy, you suggest dim lighting and/or a melancholy mood. When you call a place grim, you suggest that it's used for grave purposes and/or gruesome deeds. The sorts of places you would most easily call grim are gallows, execution chambers, slaughterhouses, prisons, battlefields (especially just after the battle), mortuaries, morgues. People often imagine that grim places are also gloomy; for example, in a painting or movie, you're likely to see a corpse-strewn battlefield depicted under a dark sky. So, there's naturally some overlap in how people use and understand these words.
Source for the gloomy image.
Source for the image of the grim reaper.
Example: "Your insecure bike is secured by a lock."
- So it can not be stolen because it is locked.
- But you shall not use it before fixing the brakes.
Secured and unsecured are states depending on a mostly simple action (using a lock, switching a safety catch).
Secure and insecure are an inherent characteristic. They may also be changed by actions (repairing the brakes) but with more effort and intervention.
Best Answer
Originally, cool meant someone who was somewhat standoffish in their demeanour, or someone who does not get too involved - and cold was just a more extreme form of that.
As Bill Franke points out, the meaning of cool meaning popular or trendy probably originated with cool jazz in 1945 and began being used to describe people in the 1950s seeing a rise in usage through the 1960s and a large spike in popular usage in the 1980s and 90s:
For this reason, "he's a cool guy" in modern English means "He is a trendy (or fashionable) person" rather than "His character is standoffish", whereas the meaning for cold never evolved to mean trendy, and retains its older meaning of someone who is very detached and unemotional.
If you want to use cool in the sense of someone who is slightly unemotional, you might prefer to use the idiom He's a cool cat or He's a cool character which both retain the old (non-trendy) meaning of the word cool. Alternatively you can say something like His response was somewhat cold as a less ambiguous alternative to His response was cool.