Grace notes are a little tricky to explain, so I will do my best. Basically a grace note is used to, for lack of a better word, enhance a piece of music either melodically or harmonically; or not so much of either.
Here is an example:
Saying you are playing a harmony line [over any bit of music in C major] that contains the following notes in this order; A - C - E - G and it goes something like this:
e:--------|
B:--------|
G:--------|
D:-----5~~|
A:----7---|
E:-5/8----|
Ok, so that sounds kind of cool right? Well, not cool enough. So, I am going to add grace notes to this piece.
Just a side note - you would normally only notice a grace when writing music on a staff.
Now my harmony would be: G# - A -B - C - E -F# - G.
Normally, grace notes are chromatic. They are classified as either appoggiatura, which would be usually half the time value as the note being accented or acciaccatura, which one would barely notice a difference in the accented note.
An appoggiatura would like:
But you would play it as:
An acciaccatura would appear as:
and would be played as:
I hope this helps you out a bit. This is easier to be explained through an actual sound example, in person and by a teacher; but I tried.
Rock on!
*Don't know why the script didn't work, but I hope you get the point.