On their marriage certificate it lists her father as Arch Gray, so this is likely Essie in the census with her family.
"Tennessee, County Marriages, 1790-1950," database with images, FamilySearch (
https://familysearch.org/ark:/61903/1:1:QKHM-FX8F : 22 December 2016), Leland Robert Miller and Essie Mae Gray, 17 Feb 1941; citing McNairy, Tennessee, United States, Marriage, p. , Tennessee State Library and Archives, Nashville and county clerk offices from various counties; FHL microfilm 1,928,778.
https://www.familysearch.org/ark:/61903/3:1:939Z-YHSN-KN
Name Leland Robert Miller
Marriage 17 Feb 1941 McNairy, Tennessee, United States
Male Age 24 Birth (Est) 1917
Spouse Essie Mae Gray
Female Age 24 Birth Year (Est) 1917
Father Arch Gray
"United States Census, 1920," database with images, FamilySearch (
https://familysearch.org/ark:/61903/1:1:MNGZ-F7S : accessed 14 September 2017), Essie M Gray in household of Arch Gray, Civil District 7, McNairy, Tennessee, United States; citing ED 135, sheet 6B, line 97, family 120, NARA microfilm publication T625 (Washington D.C.: National Archives and Records Administration, 1992), roll 1753; FHL microfilm 1,821,753.
Arch Gray Head M 28 Tennessee
Namie Gray Wife F 27 Tennessee
Essie M Gray Dau F 3 Tennessee
"United States Census, 1940," database with images, FamilySearch (
https://familysearch.org/ark:/61903/1:1:K4ZQ-JM7 : accessed 14 September 2017), Essie M Gray in household of Arch Gray, Civil District 3, McNairy, Tennessee, United States; citing enumeration district (ED) 55-13, sheet 4A, line 36, family 66, Sixteenth Census of the United States, 1940, NARA digital publication T627. Records of the Bureau of the Census, 1790 - 2007, RG 29. Washington, D.C.: National Archives and Records Administration, 2012, roll 3916.
Arch Gray Head M 49 Tennessee
Nonnie Gray Wife F 48 Tennessee
Essie M Gray Daughter F 23 Tennessee
Jack Gray Son M 18 Tennessee
Ruby N Gray Daughter F 14 Tennessee
Jim H Gray Son M 10 Tennessee