It began on the second day of the draft when the linebacker from Division I-AA Illinois State learned he had been taken in the fifth round by the Chiefs.
"I don't think my family could have picked a better place," he immediately told Kansas City reporters from his family home in Canton, Ill. "I have an aunt and a sister living there, so everybody in my family is excited about it. I can see them celebrating in the street right now.
"We're country here," Grigsby added. "This is big-time for us."
A runner-up to new Chiefs teammate Jared Allen for the 2003 Buck Buchanan Award -- named for the late Chiefs great and honoring the best defender in Division 1-AA -- the excited Grigsby wisely backed off predictions of immediate impact in the NFL.
"I can't guarantee that I'm going to be a Pro Bowler or even that great a player," he said. "But I know I'll be a 250-pound crazy country white boy running down the field on kickoffs."
That attitude made Grigsby an immediate hit with his new coaches, too, during the Chiefs' three-day mini-camp a week later.
Defensive coordinator Gunther Cunningham especially seemed to get an extra kick out of hearing a military-style "Yes sir" response to his occasionally profane directives given to the spirited rookie.
"He's my kind of coach," Grigsby said after his first three workouts. "He's no sissy. He's a tough coach, but we all have a mutual respect for each other. It's all right for a man to curse and swear at another when you know that in the end, he's just trying to make you better.
"As a rookie, I'll yes-sir and no-sir him until I've earned his respect. But I haven't earned nobody's respect yet. I've showed them I can learn a defense, but I'm a long way from where I need to be."
A small-town, smaller-school guy fighting to earn a place on an NFL roster, Grigsby appears off to a good start -- especially with his willingness to play on special teams.
"I respect everyone and fear nobody," he said. "The first day I got here and saw coach (Dick) Vermeil, I was in awe. But now he's just my coach, not some star I've seen on TV. I have to get past thinking, 'Wow, that's Priest Holmes' and just play football."