An early goal by David Dowson secured a 1-0 win against ninth-place opponents who have the best away record in the division outside the top four.
"Going into Saturday, it was important that we won on Wednesday," said Gray. "We've won the first one, now we've got to go up there on Saturday and do it again.
"The players were all in for training on Thursday so that we could start preparing for Hebburn all over again."
Dowson was substituted at half-time on Wednesday after reporting a groin strain, but he is expected to start today.
On Dowson, Gray said: "We were just looking after him, that's why we brought him off.
"Last Saturday's game at Marske was on a heavy pitch, it was heavy again on Wednesday so we just wanted to make sure he was fresh for this weekend.
"We've got a good squad and it's important to use your squad sensibly.''
Adam Nicholls, creator of Dowson's goal, was subbed on the hour, and Gray explained: "Adam wasn't injured. I changed the formation - I went to 4-3-3 to stop them because I felt they were getting into the game in the second half, so I changed things and stifled them.
"I put Craig Gott on to sit in midfield and he got us passing the ball better and from that we played better."
Gray's tactical reshuffle succeeded and it was not long before Hebburn went down to ten men as Dan Kirkup saw red for a late challenge which cut short Stephen Thompson's lung-bursting run.
The centre-back is available today as suspensions in the Northern League take 21 days to begin.
Gray expects Kirkup to be a threat, saying: "Hebburn play for set-pieces. The big lad at the back, he's 6ft 4in, comes forward and he's going to win his fair share of headers.
"So its important that we don't give too many cheap free-kicks and corners away and invite pressure on to ourselves."
Kirkup's tackle on Thompson was one of a number of physical challenges by the visitors. Although critical of Kirkup, Gray felt apathetic about the approach to the game shown by Paul Bennett's team.
He said: "As managers, we all have different approaches. If that's what a manager feels he has to do to stop a team from playing then fair play to him."
But on Kirkup's dismissal, Gray added: "It was GBH wasn't it? But it was the tackle in the first half that upset me, on Dowson, the way he came flying in. It was a good job he missed him because it was an horrendous challenge.
"There was a bit of handbags after the red card, but we've all been there before. I always encourage my players, if it kicks off, that's what you're there for, to protect each other.
"I'm just pleased the referee was sensible and didn't try to even things up.
"He took a minute, stepped back, let everything settle down and decided what action to take."
Bennett, whose team were promoted last season, said: "Any player or manager or coach wants to pit their wits against the best in their league, and this season Darlington are proving to be just that. It is hard to live up to hype and expectation, but Darlington are delivering both on and off the pitch."
Defenders Jeff Forsyth (injured) and Chris Jewels (suspended) are unavailable to Hebburn. James Luccock is in contention after missing out on Wednesday, but Aaron Croft misses kick-off due to work commitments.
Darlington have a slight doubt over Terry Galbraith.
* The kick-off time for Darlington's game with Bishop Auckland on Saturday, February 23 has been changed to 12pm.