The answer to 'vacuum grimy' is that a vacuum that is not picking up dirt and debris effectively is likely due to a clogged or dirty filter, full dust bag, or worn brush roll. This can result in reduced suction power and an inability to thoroughly clean carpets and floors.
First, check the vacuum's filter and dust bag. If the filter is dirty, clean or replace it according to the manufacturer's instructions. If the dust bag is full, empty or replace it. You should also check the brush roll and remove any hair or debris wrapped around it. If the brush roll is worn down, you may need to replace it.