Which part is this grey pillar? I am wondering which set this part is from. I'm trying to make a set complete and this part clearly doesn't belong to it when I check the sets parts list.
This is a Lightsaber hilt (Minifigure weapon) part# 64567. The color looks like light-bluish gray in the picture, which was in 201 different sets.  You can look through the many sets on Bricklink:  (https://www.bricklink.com/v2/catalog/catalogitem.page?P=64567#T=C&amp;C=86)  

  

These are very common parts in many Star Wars sets, but come in quite a variety of different themes.