If your chicks are eating a commercial chick starter feed, they will not need grit.  (I'm not sure if this is because chick starter is designed such that it doesn't need to be ground up in their gizzards, or because it contains the correct amount of grit in the preparation.)

Instead of teeth to grind their food, chickens have a special organ called a gizzard.  When a chicken pecks up a bit of food, it goes straight to the gizzard before heading to the chicken's stomach.  The gizzard is filled with bits of inorganic material like grit, sand, and (in adult chickens) small pebbles.  These grind up the food, in the same way that a pepper mill grinds up peppercorns.

At some point, you will want to start feeding your baby chicks some greens, or possibly bugs that you catch in the yard.   This is an excellent feeding supplement for your chicks, and it helps introduce them slowly to the Big Wide World in which they will one day find themselves.  And frankly, it's really fun.

Your chicks should only eat chick starter for the first two weeks, because of the risk of diarrhea.  If a baby chick's stools get too loose or watery, the chick is at risk for "pasting up."  This is an uncomfortable condition where the poops basically get stuck to your chick's bottom and dry like Plaster of Paris.  It can kill the chick, if not corrected.  (The best way to fix a pasted up chick is to dab at the paste with warm water and a cloth to soften it up, then gently wipe it off.)

By the second or third week, you can introduce them to greens and bugs.  First, you will want to get them an additional supply of grit in order to "chew" these new items.

Feed stores sell a special "chick grit" which is ground just for baby chicks. The kind I bought is red, made of crushed granite, and flavored with anise.  (???)  If you introduce it in a separate dish, the chicks will eat all of it, which is probably not good for them.  Instead, mix it into their chick starter at a ratio somewhere around 1 part grit to 10 parts starter.

Be sure to check this list of toxic weeds before pulling something up from your yard!  Since it's hard for them to tug effectively at something on the ground, I started hanging bundles of dandelion greens from the wire lid of the brood box.  Dandelions are safe, and easy to obtain - and the clumps are easy to hang up with a bit of string, since all of the leaves are joined together at the base.

Bugs are a fun thing to feed your chicks, as well.  I turned over a rock in the yard and found a small collection of earthworms, beetles, pill bugs, and tiny slugs.  These caused quite a lot of excitement when I introduced them to the chicks!  I put them in a dish, to keep them somewhat contained while the chicks tried to work out what they were.