Grid work is riding over a straight line of jumps, usually 3 to 5 (sometimes more), set up in a way that often helps the horse become more attentive and smart with his legs. It is also good for the rider as it is in essence like a shoot of jumps that you ride down. You don't have to worry so much about steering or seeing the distance as you would for individual jumps as the line is set up to progress and flow nicely. Grids are often trot in, so you have to worry even less about getting the correct striding going in, and you can set up trotting poles before to get your horse thinking about lifting his feet. They are also usually progressive if they're trot in. Meaning that the distances start off on a smaller stride, and gets progressively longer, since the horse takes the first jump at a trot, not a normal 12 foot canter stride.
An example of an easy grid is 3 trot poles, space, small X to a one stride to a vertical, and a one stride to an oxer. Another example might be trot in, 3 jumps on bounce distances, one stride, vertical, one stride, 2 bounces, one stride, oxar.
If you google "jumping grid distances" you get a lot of examples.