When you're new to lighting, one of the most difficult aspects can be learning to control where the light falls and where it doesn't. Grids are a great way to do this, and this helpful video will give you a quick introduction to how they work.
Coming to you from David Bergman with Adorama TV, this awesome video will show you the benefits of working with grids to control the spill of light. A grid acts to make the light more collimated by absorbing more off-axis rays. The grid pattern allows rays that are roughly parallel to the axis of the light to pass through, but those that are more angled hit the black material and are absorbed before they exit the modifier. Because some of the light is absorbed, using a grid means you'll have to increase the power on the flash to get equivalent output to what you had without it. This is rarely an issue in studio situations, however, even with speedlights, and the control you gain over the spill of the light and the ability to artistically direct it as you please is well worth it. Check out the video above for the full rundown.