When compromise requires bending the rules and teachings of God's Word, then we are actually opposing, twisting and rejecting the plan and purpose of God. When man decides that he alone is big enough to compromise on principles established by God in Scripture, he takes matters into his own hands. When this happens he is turning from what he knows to be true and right.
Psalm 1:1 and Psalm 119:2-3 are clear. If we desire the prosperity and righteousness of God, we walk in the precepts of His Law. We do not sit where the scornful gather, nor stand in the same path that sinners walk. This does not mean we remove ourselves from the world or seclude ourselves in solitude because we must reach the lost. We must be prudent to not compromise to the behavior of the world. We must live and walk by the values of God and be careful not to blend and adapt to the world's views and values.
Let us consider for one moment the detriment of any grey areas we may entertain. Let us understand that compromise is not a good practice and tarnishes our character. We must stand true to follow God passionately and turn from any temptation to simply compromise and adapt. Just because everyone is doing it, doesn't make it right.