No, the World is complex ... but people then complicate it. The difference is subtle, perhaps, but significant nevertheless.
Incredibly complex phenomena can be seen to arise from the interplay of sublimely simple elements. But people reason about things simplistically and derive, inevitably wildly inaccurate, complicated explanations for it.
Simple != simplistic.
Complex != complicated.
If a phenomenon is complex in its expression, it will be fundamentally simple in its constitution. If the explanation is complicated, I guarantee you, the thinking behind it is simplistic.
As for the shades of grey thing, every time I hear someone dogmatically insist that nothing is black or white, I am compelled to ask "Really? Is that a fact?"