What room is this in? Do you need privacy?

Because you don't have much room in the corner for drapes to hang, I think that blinds -- probably Roman blinds, which can look much softer than plain ones -- would be a really good idea. With your grey you have any number of options for colour. It could depend on what else you have planned for the room, or you could choose your blinds and plan the room around the colour you use. Or stay neutral on the blinds and use colour elsewhere. The world is your grey oyster.

PS For your guests' comfort, get your blinds lined with blackout lining. I find that it also cuts down unwanted sounds. Get them specially made if necessary, it's a once-off expense that is worth it.

The windows are very close to each other..you might have a problem with rods..say a finial won't fit or smth. If you're okay with imperfections like this(a missing finial for example..unless you install different type of rods but I don't think they're right for your traditional(very nice I might add) frames)-then go for the look you like best

If you know yourself and know it will bug you-I'd rather go with blinds/shades.

As for the color..for now I can just say it should be cooler shade of whatever color you choose. Or if it's wooden..or these woven, you know, blinds-then matters less..but either lighter, or dark like chocolate, in short color that is not overly orange, would look nice.

Picture the room as a whole..what furnishings it will have, or is it a blank space as of now yet? What style you're leaning to? Let bigger things, your vision for the room, dicrate smaller ones, like the curtain color(or/and pattern).

Would love to see a wider shot of the entire room. The right window treatment also needs to be appropriate scale for the space. Can't wait to see!