Grain in film is made up of little circles. In digital photography those little circles are square, mult-colored and are called noise.

To avoid graininess I recommend that your camera be set at an ISO no higher than 200 if you have a PS or 400 for a DSLR. (In automatic mode, the camera will often bump the ISO to the camera’s maximum so that you can get a handheld photo of your subject in darker conditions. Graininess or ‘noise’ is usually obvious at this setting.)