I agree that everything ChickenCanoe said is correct but I don't do it that way. I give mine grit about Day 2 or Day 3 in the brooder. A lot of that is personal preference. Many people do not give theirs grit until much later like ChickenCanoe and do fine. I personally don't see anything right or wrong with either approach, it's just the way we choose to do it. But I'll give you my reasons why I do it.
If they have grit, their system can handle practically anything they eat, whether it is intentional or not. My brooder is in the coop so there is no telling what might wander in their range. They might eat shavings. With a wife like mine, they need to be prepared. She stunned a wasp and dropped it in the brooder with a bunch of 2 week old chicks. Those chicks had a blast tearing that wasp apart and eating it. With grit, they had no problems digesting that wasp. To me, giving them grit is cheap insurance.
The other reason I do it is to introduce them to their future environment. I take some dirt out of the run where the adult chickens have pooped and give that to them. It’s sandy enough that they’ll get some grit out of it, but it also introduces any probiotics and living organisms the adults are dealing with. The main thing I want to introduce into their system is any protozoa that can cause Coccidiosis. They are going to have to deal with it when they hit the ground later and they can develop the immunity they need easier when they are young chicks as opposed to when they are older. Besides, while they are in the brooder I can watch them closer than when they are older and on the ground.
I know a lot of people like to keep their chicks in as sterile an environment as they can. I personally feel my chicks are healthier and better prepared for life if they get an early start on the immunities they need. And grit in their systems has them prepared for whatever is ahead of them, even my wife.