Greasemonkey scripts operate in a separate scope and may also operate in a sandbox, depending on the @grant settings.
 
Additionally, the question code isolates greasy in a function scope (as gladoscc said).
 
Finally, by default, test.js will fire before the Greasemonkey script does, so it won't see any set variables, anyway.  Use @run-at document-start to address that.
 
So, given this test.js, run right before </body>:
window.targetPages_GlobalVar = 'stovetop';
console.log ("On target page, local global: ", targetPages_GlobalVar);
console.log ("On target page, script global: ", gmScripts_GlobalVar);
Then the following will work:
No sandbox:
// ==UserScript==
// @name        _Greasemonkey and target page, variable interaction
// @include     http://YOUR_SERVER.COM/YOUR_PATH/*
// @include     http://output.jsbin.com/esikut/*
// @run-at      document-start
// @grant       none
// ==/UserScript==
//--- For @grant none, could also use window. instead of unsafeWindow.
unsafeWindow.gmScripts_GlobalVar = 'greasy';
console.log ("In GM script, local global: ", unsafeWindow.targetPages_GlobalVar);
console.log ("In GM script, script global: ", gmScripts_GlobalVar);
window.addEventListener ("DOMContentLoaded", function() {
    console.log ("In GM script, local global, after ready: ", unsafeWindow.targetPages_GlobalVar);
}, false);
With sandbox, no function scope, unsafeWindow:
==> Important update: Greasemonkey changed unsafeWindow handling with version 2.0, the next sample script will not work with GM 2.0 or later.  The other two solutions still work.
// ==UserScript==
// @name        _Greasemonkey and target page, variable interaction
// @include     http://YOUR_SERVER.COM/YOUR_PATH/*
// @include     http://output.jsbin.com/esikut/*
// @run-at      document-start
// @grant    GM_addStyle
// ==/UserScript==
/*- The @grant directive is needed to work around a design change
    introduced in GM 1.0.   It restores the sandbox.
*/
unsafeWindow.gmScripts_GlobalVar = 'greasy';
console.log ("In GM script, local global: ", unsafeWindow.targetPages_GlobalVar);
console.log ("In GM script, script global: ", unsafeWindow.gmScripts_GlobalVar);
window.addEventListener ("DOMContentLoaded", function() {
    console.log ("In GM script, local global, after ready: ", unsafeWindow.targetPages_GlobalVar);
}, false);
With sandbox, no function scope, Script Injection:
// ==UserScript==
// @name        _Greasemonkey and target page, variable interaction
// @include     http://YOUR_SERVER.COM/YOUR_PATH/*
// @include     http://output.jsbin.com/esikut/*
// @run-at      document-start
// @grant       GM_addStyle
// ==/UserScript==
/*- The @grant directive is needed to work around a design change
    introduced in GM 1.0.   It restores the sandbox.
*/
function GM_main () {
    window.gmScripts_GlobalVar = 'greasy';
    console.log ("In GM script, local global: ", window.targetPages_GlobalVar);
    console.log ("In GM script, script global: ", window.gmScripts_GlobalVar);
    window.addEventListener ("DOMContentLoaded", function() {
        console.log ("In GM script, local global, after ready: ", window.targetPages_GlobalVar);
    }, false);
}
addJS_Node (null, null, GM_main);
function addJS_Node (text, s_URL, funcToRun, runOnLoad) {
    var D                                   = document;
    var scriptNode                          = D.createElement ('script');
    if (runOnLoad) {
        scriptNode.addEventListener ("load", runOnLoad, false);
    }
    scriptNode.type                         = "text/javascript";
    if (text)       scriptNode.textContent  = text;
    if (s_URL)      scriptNode.src          = s_URL;
    if (funcToRun)  scriptNode.textContent  = '(' + funcToRun.toString() + ')()';
    var targ = D.getElementsByTagName ('head')[0] || D.body || D.documentElement;
    targ.appendChild (scriptNode);
}
Notes:
- You can test these script against this page (output.jsbin.com/esikut/1).
 
- With no sandbox, 
unsafeWindow and window are the same. 
All of these scripts produce the same output on the console:
In GM script, local global: undefined
In GM script, script global: greasy
On target page, local global: stovetop
On target page, script global: greasy
In GM script, local global, after ready: stovetop
 
The Script Injection code will work in a variety of browsers besides Firefox. unsafeWindow currently only works in Firefox+Greasemonkey(or Scriptish) or Chrome+Tampermonkey.