Grammar is the set of language rules that you use, most of the time unconsciously, to create phrases and sentences that convey meaning.
You may dread studying grammar, but in fact you already know much of the grammar of your native language. If you grew up speaking English, no one had to tell you that "Throw the ball to me," is a sentence in English, but "Ball the me to throw" is not. You may, though, need coaching to avoid common errors — “bad grammar" — like “Throw the ball to he and I,” where you should say “Throw the ball to him and me.”