If you like to grind your own coffee beans, it means you prefer to buy whole beans, put them in an electric grinder, and pulverize them into tiny bits before you brew your coffee.
When you grind something, you mill or crush it into smaller pieces, the way you grind pepper or grind a grain into flour. Two things that rub up against each other also grind together, which is what your teeth do if you grind them in your sleep. Informally, grind also means boring, tedious work, often in the sense of "grind away" or "the daily grind." This sense of grind was invented in the 1800s as college slang.