What do I call this gray box with arrows and px and how do I get rid of it?

Photoshop Preferences (Ctrl k)  > Tools > Show Transformation values > choose "Never" from the drop-down menu.

When I use the Move Tool on an object, that "heads-up display" is meant to help me position it or set a certain size. Units can be pixels or other units. Remember where you turned it off if you find a need for it.