Ensembles are a set of forecasts with slight variations in the initial conditions. The color line is the actual GFS run, the grey shadow is the dispersion of forecasts with different perturbation in the initial conditions, the dark grey line is the ensembles median.
If the grey shadow is wide it means that small initial differences lead to very different results, and that indicates a less reliable forecast, if the grey shadow is narrow the forecasts are more reliable.